# EDGAR Filing Document

**Accession Number:** 0001227523
**File Stem:** 0000940400-26-022048
**Filing Date:** 2026-5
**Character Count:** 776593
**Document Hash:** 877fb812200cde67704f7e958618a243
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022048.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000940400-26-022048

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** OPTIMUM FUND TRUST
- **CENTRAL INDEX KEY:** 0001227523

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21335
- **FILM NUMBER:** 261036748

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 800.914.0278

**MAIL ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BOB TRUST
- **DATE OF NAME CHANGE:** 20030415

## Series and Classes Contracts Data

### OPTIMUM FIXED INCOME FUND (Series ID: S000002420)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000006443 | OPTIMUM FIXED INCOME FUND CLASS A             | OAFIX           |
| C000006445 | OPTIMUM FIXED INCOME FUND CLASS C             | OCFIX           |
| C000006446 | OPTIMUM FIXED INCOME FUND INSTITUTIONAL CLASS | OIFIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Optimum Fund Trust

- **b. Investment Company Act file number:** 811-21335

- **c. CIK number of Registrant:** 0001227523

- **d. LEI of Registrant:** 54930035OPW530FG2N40

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 215-255-1200

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

- **a. Name of Series:** Optimum Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000002420

- **c. LEI of Series:** 6U6JL2K17ZLVNY2CVT93

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $4430969920.85

**Total Liabilities:** $1714662199.83

**Net Assets:** $2716307721.02

**Delayed Delivery Securities:** $16840571.80

**Stand-by Commitments:** $1684068015.64

**Cash Not Reported:** $77098326.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9234.66953000 | **1-Year:** 122195.13922000 | **5-Year:** 646640.72567000 | **10-Year:** 222364.83985000 | **30-Year:** -21023.47059000

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

- **3-Month:** 131.12191000 | **1-Year:** 15256.35463000 | **5-Year:** 47885.40098000 | **10-Year:** 12299.13457000 | **30-Year:** 286.31017000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006445 | 0.23%                | 1.35%                | -2.11%               |
| Class ID C000006446 | 0.24%                | 1.44%                | -2.02%               |
| Class ID C000006443 | 0.24%                | 1.44%                | -2.13%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4899090.09              | $-2509136.25                               |
| Month 2  | $4230821.20              | $24889613.62                               |
| Month 3  | $-11174211.25            | $-50892198.17                              |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Novartis Capital Corporation                                                                                               | NOVNVX 4.9 03/18/36                                                                      | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2320342.33   | 0.09%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Thaioil Treasury Center Co Ltd.                                                                                            | TOPTB V6.1 PERP 144A                                                                     | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    410000 | PA      | $395792.68    | 0.01%             | N/A             | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | IDR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8014.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                                                   | T 5.55 11/01/45                                                                          | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1032633.85   | 0.04%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN AE7116                                                                                | CUSIP: 31419H4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6395 | PA      | $6176.26      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | PEN/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $65762.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding 2024-2 PLC                                                                                       | STRA 2024-2A A                                                                           | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-O            | CORP              | GB        |    655518 | PA      | $868601.15    | 0.03%             | 2050-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                                            | LLY 4.9 10/15/35                                                                         | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1159876.46   | 0.04%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd.                                                                                           | ISRELE 5.633 01/28/38                                                                    | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |    310000 | PA      | $306683.00    | 0.01%             | 2038-01-28      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                                                | MIZUHO V3.261 05/22/30                                                                   | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3100000 | PA      | $2984902.27   | 0.11%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | SGD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $191059.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Crude Oil Pipeline LLC                                                                                           | ADNOUH 4.6 11/02/47 144A                                                                 | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    275000 | PA      | $239383.24    | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Popular, Inc.                                                                                                              | BPOP 7.25 03/13/28                                                                       | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |   1987000 | PA      | $2059827.52   | 0.08%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                                             | MEX 6.875 05/13/37                                                                       | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    900000 | PA      | $945000.00    | 0.03%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                                                     | ISPIM V7.75 PERP                                                                         | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $236207.19    | 0.01%             | N/A             | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                                                      | GSMS 2017-GS6 A3                                                                         | CUSIP: 36253PAC6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   1935000 | PA      | $1911968.28   | 0.07%             | 2050-05-12      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B33 MORTGAGE TRUST                                                                                          | BMARK 2022-B33 B                                                                         | CUSIP: 08163PBM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $778610.52    | 0.03%             | 2055-03-17      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                          | HSBC V6.75 PERP                                                                          | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1030000 | PA      | $1019288.93   | 0.04%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B24 MORTGAGE TRUST                                                                                          | BMARK 2021-B24 A5                                                                        | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6790000 | PA      | $6086816.06   | 0.22%             | 2054-03-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/MXN FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4665.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4305                                                                                | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  46705175 | PA      | $37948547.94  | 1.40%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS BRITISH TELECOMMUNICATIONS PLC                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $35049.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR SD2477                                                                                | CUSIP: 3132DPXE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4187558 | PA      | $4262106.21   | 0.16%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                         | ET V6.5 02/15/56                                                                         | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2417160.99   | 0.09%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                                            | CRM 4.9 09/15/31                                                                         | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3086354.42   | 0.11%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                                                   | BFLD 2025-660F A                                                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6490000 | PA      | $6481904.37   | 0.24%             | 2042-11-17      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V2.522 04/22/31                                                                      | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5083917.30   | 0.19%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL14 LLC                                                                                                          | BDS 2025-FL14 A                                                                          | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $600016.20    | 0.02%             | 2042-10-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Lightning Power                                                                                                            | Lightning Power Term Loan B 325 2031-07-28                                               | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |   1327556 | PA      | $1331705.01   | 0.05%             | 2031-08-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ares European CLO X Designated Activity Company                                                                            | ARESE 10A AR                                                                             | CUSIP: 000000000<br>LEI: 635400SFL7VSI4HNPI68 | Long             | ABS-O            | CORP              | IE        |    412860 | PA      | $477081.63    | 0.02%             | 2031-10-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                               | UBS V3.126 08/13/30 144A                                                                 | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1902660.60   | 0.07%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                                               | TII 0.625 07/15/32                                                                       | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36605688 | PA      | $34549539.18  | 1.27%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                                            | FR QF0331                                                                                | CUSIP: 3133BMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1531651 | PA      | $1450294.83   | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                                                     | STANLN V6.301 01/09/29 144A                                                              | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $277405.05    | 0.01%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                                                 | OKE 5.65 11/01/28                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718845.19    | 0.03%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                                            | BLTN 0 10/01/26 LTN                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  66500000 | PA      | $12009301.61  | 0.44%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/CNY FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $434.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING LLC                                                                                         | DNFRA 2021-1A A                                                                          | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4700000 | PA      | $4594618.01   | 0.17%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| EQUIFIRST MORTGAGE LOAN TRUST 2003-2                                                                                       | EMLT 2004-2 M7                                                                           | CUSIP: 29445FBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    662361 | PA      | $636989.82    | 0.02%             | 2034-10-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 2.75 11/15/42                                                                          | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1065367.24   | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST SERIES 2005-5N                                                                                             | SASC 2006-BC1 A6                                                                         | CUSIP: 86359YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    718130 | PA      | $673751.74    | 0.02%             | 2036-03-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                                               | TII 1.75 01/15/34                                                                        | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7406770 | PA      | $7378322.08   | 0.27%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO 2021-16 LTD                                                                                                   | MCLO 2021-16A A1AR                                                                       | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1248860.00   | 0.05%             | 2034-04-17      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                                                | MIZUHO V2.591 05/25/31                                                                   | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1837864.00   | 0.07%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | KRW/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-276.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V5.193 02/05/37                                                                      | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3322674.19   | 0.12%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                                                  | VNOM 4.9 08/01/30                                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1401694.00   | 0.05%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald LP                                                                                                       | CANTOR 7.2 12/12/28 144A                                                                 | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2910190.36   | 0.11%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR QD3220                                                                                | CUSIP: 3133B0SH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2402836 | PA      | $2068894.81   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FHMS K144 A2                                                                             | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4750000 | PA      | $4273572.15   | 0.16%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust 2007-SEA1                                                                                                      | GSAMP 2007-SEA1 A                                                                        | CUSIP: 3622MLAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238118 | PA      | $237423.79    | 0.01%             | 2036-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Honduras (Republic of)                                                                                                     | HONDUR 8.625 11/27/34 144A                                                               | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    200000 | PA      | $224908.00    | 0.01%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                                              | JEF 6.45 06/08/27                                                                        | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    331000 | PA      | $337194.90    | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                                                             | FDX 4.95 03/15/33 144A                                                                   | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1468376.88   | 0.05%             | 2033-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                                                           | SANLTD 4.375 06/18/30                                                                    | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    650000 | PA      | $627626.42    | 0.02%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                          | HSBC V5.21 08/11/28                                                                      | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $504159.30    | 0.02%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AOA TRUST 2025-1301                                                                                                        | AOA 2025-1301 A                                                                          | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3157473.06   | 0.12%             | 2042-08-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MA8269                                                                                | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1214614 | PA      | $1209475.82   | 0.04%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                                                                    | BAYNGR 4.375 12/15/28 144A                                                               | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198029.46    | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                                                                     | MSC 2019-L3 A4                                                                           | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $947824.30    | 0.03%             | 2052-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                                                           | TAISEM 2.25 04/23/31 144A                                                                | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    245000 | PA      | $222010.18    | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | INR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-278.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-13                                                                                           | JPMMT 2021-13 B1                                                                         | CUSIP: 46592XBZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1794400 | PA      | $1527573.39   | 0.06%             | 2052-04-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 190445                                                                                | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8986249 | PA      | $9290316.25   | 0.34%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | ILS/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $263.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                                               | AVGO 3.419 04/15/33                                                                      | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1463678.40   | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Indigo Group SAS                                                                                                           | VPARKI 1.625 04/19/28                                                                    | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |   1700000 | PA      | $1898737.14   | 0.07%             | 2028-04-19      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FM3229                                                                                | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6864473 | PA      | $6464631.55   | 0.24%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-SFP                                                                                                  | HILT 2016-SFP A                                                                          | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2124725.00   | 0.08%             | 2035-11-07      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                                                             | FDX 4.65 03/15/31 144A                                                                   | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3638246.26   | 0.13%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                                                         | CVECN 5.4 03/20/36                                                                       | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1692142.43   | 0.06%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                                                              | PETBRA 6.25 01/10/36                                                                     | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $537949.50    | 0.02%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN BK5438                                                                                | CUSIP: 3140HKBG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    845186 | PA      | $809409.08    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                                                            | SUMITR 5.2 03/07/27 144A                                                                 | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2700000 | PA      | $2724752.52   | 0.10%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2016-JP2                                                                        | JPMCC 2016-JP2 AS                                                                        | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1223305.25   | 0.05%             | 2049-08-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Industrial Subordinated Trust 2.0                                                                                          | BANGUA V6.55 04/15/36 144A                                                               | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |    490000 | PA      | $490612.50    | 0.02%             | 2036-04-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VENTURE 42 CLO LTD                                                                                                         | VENTR 2021-42A A1A                                                                       | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1299902.50   | 0.05%             | 2034-04-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL TRAN AUTH                                                                                                      | IL CHITRN 6.9 12/01/2040                                                                 | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |   1583076 | PA      | $1769087.08   | 0.07%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | CNY/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                                                               | CAS 2024-R04 1M1                                                                         | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    771210 | PA      | $770735.51    | 0.03%             | 2044-05-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                                                      | JGB 2 12/20/44 191                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 610000000 | PA      | $3196883.53   | 0.12%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                                                | VST V7 PERP 144A                                                                         | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2850638.79   | 0.10%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                                                 | AMT 3.95 03/15/29                                                                        | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2116425.60   | 0.08%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS CAD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $13599.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R01                                                                               | CAS 2026-R01 2M2                                                                         | CUSIP: 20755BAC4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   4560000 | PA      | $4559869.13   | 0.17%             | 2046-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V4.623 05/09/29                                                                      | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1305791.89   | 0.05%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                                                               | KEY 5.85 11/15/27 BKNT                                                                   | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1016148.53   | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 747631                                                                                | CUSIP: 31403FSU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       812 | PA      | $839.89       | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                                                | VZ 5 01/15/36                                                                            | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1915245.86   | 0.07%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                                                                       | BAYNGR 6.125 11/21/26 144A                                                               | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807395.04    | 0.03%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/TWD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-279.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                                                 | DVA 4.625 06/01/30 144A                                                                  | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    945000 | PA      | $909184.69    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                                                  | CDS HOCHTIEF AG                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $46398.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                                                                            | JPMMT 2017-1 B3                                                                          | CUSIP: 46648CAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    657552 | PA      | $593269.17    | 0.02%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                                                        | ABT 4.65 03/15/36                                                                        | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3414067.72   | 0.13%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | USD/KRW FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-487.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                                           | NRG 5.407 10/15/35 144A                                                                  | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1379063.42   | 0.05%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                                                | 10-Year T-Note Futures, Jun-2026,ETH                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       576 | NC      | $-955962.76   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2015-H12 FB                                                                          | CUSIP: 38376RBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    796898 | PA      | $797351.91    | 0.03%             | 2065-05-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| QNB Bank AS                                                                                                                | QNBFB V10.75 11/15/33                                                                    | CUSIP: 000000000<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |    275000 | PA      | $298741.55    | 0.01%             | 2033-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                                           | DB V3.729 01/14/32                                                                       | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $650755.84    | 0.02%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Cwabs Asset Backed Certificates Series 2002-4                                                                              | CWL 2006-1 AF6                                                                           | CUSIP: 126670TH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12358 | PA      | $12158.17     | 0.00%             | 2036-07-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance plc                                                                                             | NWGLN 1.625 10/11/26                                                                     | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $910880.63    | 0.03%             | 2026-10-11      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                                           | MRK 4.45 12/04/32                                                                        | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    718000 | PA      | $713332.07    | 0.03%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                                             | NSANY F 09/13/27 144A                                                                    | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99209.84     | 0.00%             | 2027-09-13      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                                          | WFC V5.389 04/24/34                                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5076523.00   | 0.19%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/THB FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2015.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                                     | FHR 5560 FB                                                                              | CUSIP: 3137HLZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2710525 | PA      | $2734068.09   | 0.10%             | 2055-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                                       | GM 2.35 02/26/27                                                                         | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3575000 | PA      | $3507406.40   | 0.13%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNR 1999-19 PH                                                                           | CUSIP: 31359VH97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      6359 | PA      | $6440.46      | 0.00%             | 2029-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO DE INVERSION EN ENERGIA MEXICO                                                                                 | FIEMEX 7.25 01/31/41 144A                                                                | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    534874 | PA      | $536344.89    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                                                 | LDOS 5 03/15/36                                                                          | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2761299.47   | 0.10%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc Of America Mortgage Securities Inc.                                                                                   | BOAMS 2003-D 2A1                                                                         | CUSIP: 05948XBS9<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |       331 | PA      | $325.37       | 0.00%             | 2033-05-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2024-3AL                                                                                                    | ACHV 2024-3AL A                                                                          | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    344549 | PA      | $346529.98    | 0.01%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 774996                                                                                | CUSIP: 31404P7H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3135 | PA      | $3136.13      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                                                    | SASOL 8.75 05/03/29 144A                                                                 | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317629.14    | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                                                               | ENTG 4.75 04/15/29 144A                                                                  | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1216711.33   | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica Del Rio Lempa                                                                            | CELELS 8.65 01/24/33 144A                                                                | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    200000 | PA      | $205300.00    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC                                                                                                    | HWDGRP 7.25 02/15/31 144A                                                                | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |   3738000 | PA      | $3772374.65   | 0.14%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                                          | WFC V5.707 04/22/28 MTN                                                                  | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3849602.92   | 0.14%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-NQM2                                                                                                             | GCAT 2024-NQM2 A1                                                                        | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2165376 | PA      | $2180130.93   | 0.08%             | 2059-06-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance Us Inc                                                                                                  | STLA 5.35 03/17/28 144A                                                                  | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503747.80    | 0.02%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Banco Macro S.A.                                                                                                           | BMAAR 8 06/23/29 144A                                                                    | CUSIP: 05963GAK4<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |    555000 | PA      | $566266.50    | 0.02%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                                                      | UKRAIN 0 02/01/36 144A                                                                   | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     34898 | PA      | $16292.30     | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I INC TRUST 2007-HE5                                                                            | MSAC 2007-HE5 A2D                                                                        | CUSIP: 61753KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2439214 | PA      | $978669.45    | 0.04%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                                                      | SOCGEN V5.439 10/03/36 144A                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1890000 | PA      | $1850233.27   | 0.07%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FG G08830                                                                                | CUSIP: 3128MJ4Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13540 | PA      | $12586.65     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2012-H08 FB                                                                          | CUSIP: 38375BQN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     39221 | PA      | $39265.80     | 0.00%             | 2062-03-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V5.123 02/01/29                                                                       | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4146263.99   | 0.15%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTURE 34 CLO LTD                                                                                                         | VENTR 2018-34A AR                                                                        | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |    855716 | PA      | $855716.46    | 0.03%             | 2031-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                                                                              | SDART 2025-4 D                                                                           | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2805000 | PA      | $2784769.78   | 0.10%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                                    | CDEL 3.7 01/30/50 144A                                                                   | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    225000 | PA      | $153340.43    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                                        | NEE 1.9 06/15/28                                                                         | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4268056.50   | 0.16%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Trinitas Euro Clo I Designated Activity Co.                                                                                | TRNTE 1A AR                                                                              | CUSIP: 000000000<br>LEI: 635400ENNWRNGMMBII74 | Long             | ABS-O            | CORP              | IE        |   1000000 | PA      | $1154675.66   | 0.04%             | 2039-07-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                                          | WAMU 2005-AR16 1A3                                                                       | CUSIP: 92922F6Y9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97852 | PA      | $90456.65     | 0.00%             | 2035-12-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                                          | NWG V5.125 PERP                                                                          | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $651811.78    | 0.02%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                                                     | COLOM 7.5 02/02/34                                                                       | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    415000 | PA      | $425221.45    | 0.02%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-AFC1 TRUST                                                                                                      | PRKCM 2024-AFC1 A1                                                                       | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    448586 | PA      | $451776.26    | 0.02%             | 2059-03-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR RA5663                                                                                | CUSIP: 3133KMJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174904 | PA      | $155819.54    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN MA5997                                                                                | CUSIP: 31418FUX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14048809 | PA      | $13861293.50  | 0.51%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                                                   | VST 4.7 01/31/31 144A                                                                    | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1082910.84   | 0.04%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/INR FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2238.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1118.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                                                            | BANK 2024-BNK47 A5                                                                       | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3659771.50   | 0.13%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CFCRE 2016-C7 MORTGAGE TRUST                                                                                               | CFCRE 2016-C7 A3                                                                         | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3081372.41   | 0.11%             | 2054-12-11      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                                           | DB V4.95 08/04/31                                                                        | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3388148.28   | 0.12%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                                                      | AL V4.125 PERP C                                                                         | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    698000 | PA      | $681834.18    | 0.03%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIGNAL PK CLO LTD 2017-4R                                                                                                  | SPEAK 2018-5A A1R                                                                        | CUSIP: 82666VAA2<br>LEI: 635400SMPSPMTZRZQF40 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1799890.20   | 0.07%             | 2037-04-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                                                      | UKRAIN 4.5 02/01/34 144A                                                                 | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    109247 | PA      | $58495.69     | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                                                | GLPI 5.625 03/01/36                                                                      | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1995722.56   | 0.07%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                                                       | LVS 5.625 06/15/28                                                                       | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1925119.33   | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Argentina 2000 S.A.                                                                                            | AEROAR 8.5 08/01/31 144A                                                                 | CUSIP: 00786PAE4<br>LEI: 549300349K24AVAQ7B24 | Long             | DBT              | CORP              | AR        |    502915 | PA      | $525454.18    | 0.02%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS GOLDMAN SACHS GROUP INC/THE                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $761.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                                                | U.S. Treasury Bond Futures, Jun-2026,ETH                                                 | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1302 | NC      | $-4249562.00  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Canada                                                                                                                 | ACACN 3.875 08/15/26 144A                                                                | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $298675.68    | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/BRL FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $153511.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tcw Clo 2019-2 Ltd                                                                                                         | TCW 2019-2A D1R2                                                                         | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $813105.75    | 0.03%             | 2038-01-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TRUST                                                                                 | TAOT 2024-B A3                                                                           | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3475119 | PA      | $3505666.05   | 0.13%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4384                                                                                | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3877821 | PA      | $3666902.14   | 0.13%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                                    | BPCEGP V6.612 10/19/27 144A                                                              | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3350000 | PA      | $3387543.45   | 0.12%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V4.21 04/20/28                                                                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1396396.96   | 0.05%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Bank Muscat                                                                                                                | BKMBOM 4.846 10/01/30 EMTN                                                               | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | DBT              | CORP              | OM        |    550000 | PA      | $539375.05    | 0.02%             | 2030-10-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MA6930                                                                                | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15186751 | PA      | $12560108.32  | 0.46%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST 2003-5                                                                                              | BSARM 2003-5 2A1                                                                         | CUSIP: 07384MWN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9691 | PA      | $8983.45      | 0.00%             | 2033-08-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| British Airways Pass Through Certificates 2019-1Aa                                                                         | IAGLN 3.3 12/15/32 144A                                                                  | CUSIP: 11043XAA1<br>LEI: 635400CJYI1FFBTMGH98 | Long             | ABS-O            | CORP              | US        |    210529 | PA      | $199114.97    | 0.01%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                                                  | SUNAC 0 06/23/28 AI                                                                      | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    262944 | PA      | $67773.82     | 0.00%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                                           | DB V7.146 07/13/27                                                                       | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1137691.12   | 0.04%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| WELLINGTON MGMT 4 LTD/LLC                                                                                                  | WELLI 2025-4A D1                                                                         | CUSIP: 94957LAG4<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $735158.25    | 0.03%             | 2038-04-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica S.A.B. De C.V                                                                                         | SILAMX 6 11/25/29 144A                                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    315000 | PA      | $317992.50    | 0.01%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B32 MORTGAGE TRUST                                                                                          | BMARK 2022-B32 B                                                                         | CUSIP: 08163NBP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1503878.58   | 0.06%             | 2055-01-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5303873.70   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                                                | NWIDE V2.972 02/16/28 144A                                                               | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $789008.56    | 0.03%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Virgin Media                                                                                                               | Virgin Media Term Loan Y (Incremental) 325 2031-02-26                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    215000 | PA      | $196778.75    | 0.01%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FH 1J1612                                                                                | CUSIP: 3128NHYH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15616 | PA      | $16152.26     | 0.00%             | 2037-05-01      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | CDS CMBX.NA.AAA.8                                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |         1 | NC      | $17.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canyon Clo 2020-2 Ltd/Canyon Clo 2020-2 Llc                                                                                | CANYC 2019-2A AR2                                                                        | CUSIP: 13887WAS9<br>LEI: 254900X4427F031Y2Z93 | Long             | ABS-CBDO         | NUSS              | KY        |   1350000 | PA      | $1347355.35   | 0.05%             | 2034-10-16      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                                                                         | JPMDB 2017-C7 A5                                                                         | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2395000 | PA      | $2355876.96   | 0.09%             | 2050-10-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Kaspi.Kz JSC                                                                                                               | JSCKSP 6.25 03/26/30 144A                                                                | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |    540000 | PA      | $544540.86    | 0.02%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CERTIFICATES SERIES 2003-W5                                                | ARSI 2006-W4 A2C                                                                         | CUSIP: 040104TG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    531760 | PA      | $124143.97    | 0.00%             | 2036-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group (previously KIRS Group, Towergate Partnership)                                                              | Ardonagh Group (previously KIRS Group, Towergate Partnership) Term Loan B 375 2031-02-01 | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | US        |   2772105 | PA      | $2717818.70   | 0.10%             | 2031-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bermuda (Government of)                                                                                                    | BERMUD 5 07/15/32 144A                                                                   | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    400000 | PA      | $399600.00    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                                                                              | SOBKCO 5.332 07/09/35 144A                                                               | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   2940000 | PA      | $2896128.73   | 0.11%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Ballyrock Clo 2020-1 Ltd.                                                                                                  | BALLY 2021-18A C1R                                                                       | CUSIP: 05875YAQ9<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $828952.30    | 0.03%             | 2038-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 897160                                                                                | CUSIP: 31410TWV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4691 | PA      | $4864.04      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-11227.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V5.652 04/13/28 MTN                                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1214527.56   | 0.04%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-1                                                                                       | CMLTI 2024-1 A11                                                                         | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2156840 | PA      | $2166713.82   | 0.08%             | 2054-07-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                                                         | DOMREP 5.75 03/17/34 144A                                                                | CUSIP: 25714PFG8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    700000 | PA      | $668150.00    | 0.02%             | 2034-03-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 975194                                                                                | CUSIP: 31414S3B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1831 | PA      | $1842.05      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                                                      | ROMANI 5.75 07/04/36 144A                                                                | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    368000 | PA      | $342187.52    | 0.01%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-43145.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marcobre S.A.C.                                                                                                            | MARSAC 5.75 01/22/36 144A                                                                | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |    490000 | PA      | $473712.40    | 0.02%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                                           | CFELEC 3.348 02/09/31 144A                                                               | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    655000 | PA      | $587233.05    | 0.02%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-4                                                                                           | TPMT 2017-4 M1                                                                           | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615000 | PA      | $565759.29    | 0.02%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                                               | SRILAN 3.6 02/15/38 144A                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     83202 | PA      | $73715.63     | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                                                                                    | LUMIIT V7.129 07/18/33                                                                   | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |    465000 | PA      | $479063.93    | 0.02%             | 2033-07-18      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                                           | DB V5.297 05/09/31                                                                       | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1303673.74   | 0.05%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                                                      | REPHUN 6.75 09/25/52 144A                                                                | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    277000 | PA      | $286444.84    | 0.01%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                                              | USB V4.653 02/01/29                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1141590.14   | 0.04%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1 LTD                                                                                                            | SLAM 2025-1A A                                                                           | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2755563 | PA      | $2785807.89   | 0.10%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | BRL/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $56203.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                                              | STWD 7.25 04/01/29 144A                                                                  | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3417363.89   | 0.13%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                               | UBS V7 PERP 144a                                                                         | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2280000 | PA      | $2259874.90   | 0.08%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MHP Lux S.A.                                                                                                               | MHPSA 10.5 07/28/29 144A                                                                 | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |    515000 | PA      | $519289.95    | 0.02%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                                          | NWG 4.8 04/05/26                                                                         | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4999803.00   | 0.18%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                                                              | SMBCAC 5.25 11/26/35 144A                                                                | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   2090000 | PA      | $2041924.36   | 0.08%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                               | UBS V5.699 02/08/35 144A                                                                 | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3900000 | PA      | $3999253.44   | 0.15%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                                                   | LLOYDS V5.462 01/05/28                                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3626964.36   | 0.13%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | USD/INR FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-49476.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MB0091                                                                                | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8001412 | PA      | $7934446.31   | 0.29%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR SD8212                                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606277 | PA      | $512868.73    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | CNY/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $307.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture 32 Clo Ltd.                                                                                                        | VENTR 2018-32A A1                                                                        | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |     83609 | PA      | $83598.55     | 0.00%             | 2031-07-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                                       | RY V6.5 11/24/85                                                                         | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1580000 | PA      | $1527852.26   | 0.06%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | USD/MXN FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8322.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 1.75 08/15/41                                                                          | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1203996.06   | 0.04%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                                                    | VW 5.65 09/12/28 144A                                                                    | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407839.16    | 0.02%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                                                                        | SVB Financial Group TR UNIT CL A-1                                                       | CUSIP: 78500B205<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      2953 | NS      | $1395292.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                                               | PEMEX 7.69 01/23/50                                                                      | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    240000 | PA      | $207989.45    | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                                                      | UKRAIN 4 02/01/32 144A                                                                   | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    295000 | PA      | $213377.28    | 0.01%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 109 CLO LTD                                                                                                         | DRSLF 2022-109A DR                                                                       | CUSIP: 26248KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    850000 | PA      | $820272.10    | 0.03%             | 2038-04-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                                                                | LNG 5.2 07/30/36 144A                                                                    | CUSIP: 16411RAP4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1104045.79   | 0.04%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC Bank National Association Pittsburgh Pennsylvania                                                                      | PNC 4.05 07/26/28 BKNT                                                                   | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2379030.00   | 0.09%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                                                                          | IRM 5 07/15/32 144A                                                                      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1988679.81   | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNPP AM Euro CLO 2019 Designated Activity Company                                                                          | BNPAM 2019-1A AR                                                                         | CUSIP: 000000000<br>LEI: 635400ANSBB6SM453S64 | Long             | ABS-O            | CORP              | IE        |    979867 | PA      | $1128580.79   | 0.04%             | 2032-07-22      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                                                 | BA 6.298 05/01/29                                                                        | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $735082.25    | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2916.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                                                                   | AZUBBZ 9.875 02/15/31 144A                                                               | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $434921.88    | 0.02%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B35 MORTGAGE TRUST                                                                                          | BMARK 2022-B35 A5                                                                        | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3375000 | PA      | $3263064.41   | 0.12%             | 2055-05-17      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS GENERAL ELECTRIC COMPANY                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1469.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                                                                | BGOSK 5.75 07/09/34 144A                                                                 | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $206650.74    | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-27469.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                                                      | GSMS 2017-GS5 A4                                                                         | CUSIP: 36252HAD3<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   1280000 | PA      | $1267032.45   | 0.05%             | 2050-03-11      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR QN7406                                                                                | CUSIP: 3133GEGP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10304355 | PA      | $9485641.14   | 0.35%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FHR 2165 PE                                                                              | CUSIP: 3133TLEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      5763 | PA      | $5849.15      | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE Capital UK Funding Unlimited Company                                                                                    | GE 5.875 01/18/33 EMTN                                                                   | CUSIP: 000000000<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $409394.80    | 0.02%             | 2033-01-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LATAM Airlines Group SA                                                                                                    | LTMCI 7.875 04/15/30 144A                                                                | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    495000 | PA      | $500568.75    | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                                              | STACR 2026-DNA1 M2                                                                       | CUSIP: 35564UCS4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1840000 | PA      | $1842030.26   | 0.07%             | 2046-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                                                                               | MALT 2004-3 8A1                                                                          | CUSIP: 576434PB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       452 | PA      | $467.47       | 0.00%             | 2034-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-4                                                                                            | JPMMT 2015-4 B2                                                                          | CUSIP: 46644VBR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    120634 | PA      | $112004.57    | 0.00%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                                                | GLPI 4 01/15/30                                                                          | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2497016.08   | 0.09%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)                                        | AER 2.45 10/29/26                                                                        | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197828.90    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Dryden 27 R Euro Clo 2017 Designated Activity Company                                                                      | DRYD 2017-27A AR                                                                         | CUSIP: 000000000<br>LEI: 635400RDG3EM9CGEVD60 | Long             | ABS-O            | CORP              | IE        |    781691 | PA      | $902872.00    | 0.03%             | 2033-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 2.25 02/15/52                                                                          | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $1567769.58   | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V6.484 10/24/29                                                                       | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5195000 | PA      | $5435495.77   | 0.20%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce PLC                                                                                                            | ROLLS 5.75 10/15/27 144a                                                                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1016105.60   | 0.04%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | BRL/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12970.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                                                | ABBV 4.95 03/15/31                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4393547.79   | 0.16%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                                                       | PANAMA 5.662 02/23/38                                                                    | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    300000 | PA      | $288555.00    | 0.01%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | KRW/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3682.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                                                         | TIGO 7.375 04/02/32 144A                                                                 | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    401000 | PA      | $406364.98    | 0.01%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                                                                        | LGATE 2008-W1X A1                                                                        | CUSIP: 000000000<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-O            | CORP              | GB        |    190221 | PA      | $249787.72    | 0.01%             | 2061-01-01      | Floating      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2020-1A                                                                          | UAL 5.875 10/15/27 20-1                                                                  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618652 | PA      | $628986.71    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                                                      | ROMANI 1.75 07/13/30 144A                                                                | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1800000 | PA      | $1841369.52   | 0.07%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                                               | SRILAN 3.35 03/15/33 144A                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     81407 | PA      | $68144.23     | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                                                                   | AFDB V5.75 PERP                                                                          | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | CI        |    525000 | PA      | $513549.38    | 0.02%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN MA5823                                                                                | CUSIP: 31418FPH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21880951 | PA      | $22304723.37  | 0.82%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | USD/IDR FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2557.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating                                                                                           | Charter Communications Operating Term Loan B-4 200 2030-11-25                            | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1808375 | PA      | $1809181.54   | 0.07%             | 2030-12-09      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                                                                              | SDART 2025-1 D                                                                           | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1617148.48   | 0.06%             | 2031-03-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                                              | F 5.42 04/09/31                                                                          | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2652343.11   | 0.10%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | TWD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $29.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                                                 | BA 6.259 05/01/27                                                                        | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2798253.70   | 0.10%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B34 MORTGAGE TRUST                                                                                          | BMARK 2022-B34 A5                                                                        | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2950000 | PA      | $2725001.14   | 0.10%             | 2055-04-16      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| White Cap                                                                                                                  | White Cap Term Loan B 325 2029-10-01                                                     | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   2271250 | PA      | $2188349.38   | 0.08%             | 2029-10-29      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Macedonia (Republic of)                                                                                                    | MACEDO 3.875 01/21/30 144A                                                               | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |    377000 | PA      | $419373.03    | 0.02%             | 2030-01-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                                     | SWOP IRS USD                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |  -2000000 | NC      | $-5353.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                          | HSBC V5.875 PERP                                                                         | CUSIP: 404280BY4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $660561.77    | 0.02%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cwalt Inc Resecuritization Pass-Through Certificates Series 2008-2R                                                        | CWALT 2008-2R 3A1                                                                        | CUSIP: 021482AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    781003 | PA      | $345454.63    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pluspetrol S.A.                                                                                                            | PLUSPE 8.5 05/30/32 144A                                                                 | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |    460000 | PA      | $478377.00    | 0.02%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                                                   | HCA 4.125 06/15/29                                                                       | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3353762.38   | 0.12%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KB Kookmin Bank                                                                                                            | CITNAT 2.5 11/04/30 144A                                                                 | CUSIP: 50050GAN8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |    550000 | PA      | $498991.35    | 0.02%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | USD/CNY FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-488.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                                                       | NSANY 4.345 09/17/27 144A                                                                | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1362942.42   | 0.05%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                                                  | XYZ 6 08/15/33 144A                                                                      | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1507290.17   | 0.06%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                                             | MSC 2014-150E A                                                                          | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3423970.01   | 0.13%             | 2032-09-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-6908.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FHR 3143 BC                                                                              | CUSIP: 31396NG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    419609 | PA      | $430444.67    | 0.02%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C                                                                                               | FABUH V4.5 PERP                                                                          | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |    325000 | PA      | $325000.00    | 0.01%             | N/A             | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Aegea Finance S.a r.l.                                                                                                     | AEGEBZ 7.625 01/20/36 144A                                                               | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    370000 | PA      | $321466.18    | 0.01%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V6.625 PERP                                                                          | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1041293.58   | 0.04%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                                     | FHMS K-150 A2                                                                            | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2300000 | PA      | $2208542.11   | 0.08%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                                                                     | STLA F 09/15/28 144A                                                                     | CUSIP: 85855FAC7<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1403253.04   | 0.05%             | 2028-09-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                                          | BARCLAYS BANK PLC                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |   -293223 | PA      | $-338921.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $948162.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC SARL                                                                                             | CHLELC 6.01 01/20/33 144A                                                                | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    399900 | PA      | $413640.56    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                                          | HRI 7.25 06/15/33 144A                                                                   | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430748.64    | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                                           | PCG 2.1 08/01/27                                                                         | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1357375.74   | 0.05%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2015-H30 FD                                                                          | CUSIP: 38376RLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     11035 | PA      | $11048.76     | 0.00%             | 2065-10-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                                                         | CYRUS 2024-2A A2                                                                         | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8900000 | PA      | $8651357.14   | 0.32%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUREX Frankfurt Aktiengesellschaft                                                                                         | Options on Euro(OGBL) Bund Futures                                                       | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |        -7 | NC      | $-4514.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Turkey (Republic of)                                                                                                       | TURKEY 7.125 02/12/32 7Y                                                                 | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $200456.84    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY LOAN TRUST 2002-A                                                                                       | CXHE 2002-A AF6                                                                          | CUSIP: 152314EL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        59 | PA      | $59.31        | 0.00%             | 2032-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR SD3719                                                                                | CUSIP: 3132E0DY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4935574 | PA      | $5007026.68   | 0.18%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                                               | SRILAN 3.1 01/15/30 144A                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     26208 | PA      | $24112.20     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| CSMC Mortgage-Backed Trust Series 2007-1                                                                                   | CSMC 2007-1 5A14                                                                         | CUSIP: 126378BN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133060 | PA      | $69139.79     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Limited                                                                                                        | COMQAT 4.625 09/10/30 EMTN                                                               | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $537384.11    | 0.02%             | 2030-09-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                                           | FN BR4034                                                                                | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1139997 | PA      | $937718.28    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V1.734 07/22/27                                                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3034583.03   | 0.11%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                                           | CP 5.5 03/15/56                                                                          | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1355000 | PA      | $1298032.82   | 0.05%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION CORP                                                                                   | CA GLDGEN 2.59 06/01/2029                                                                | CUSIP: 38122NC83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1700000 | PA      | $1606398.00   | 0.06%             | 2029-06-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-108434.08   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | CNY/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-38.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/PLN FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15099.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                                           | NRG 4.734 10/15/30 144A                                                                  | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1744646.64   | 0.06%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | TWD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $87.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                                         | TMUS 5.875 11/15/55                                                                      | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1624752.12   | 0.06%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GC Treasury Center Co Ltd.                                                                                                 | PTTGC V7.125 PERP 144a                                                                   | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |    610000 | PA      | $593737.64    | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | PLN/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7796.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1391.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                                               | ORCL 5.7 02/04/36                                                                        | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2476948.38   | 0.09%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Limited                                                                                        | CWCLN 7.125 10/15/32 144A                                                                | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |    520000 | PA      | $514157.23    | 0.02%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS1346                                                                                | CUSIP: 3140XGP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3628087 | PA      | $3370422.42   | 0.12%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                                                             | LBMLT 2006-1 2A4                                                                         | CUSIP: 542514RM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2149418 | PA      | $1927948.87   | 0.07%             | 2036-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| MAGNETITE LI LIMITED                                                                                                       | MAGNE 2025-51A A1                                                                        | CUSIP: 559932AA6<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |  10300000 | PA      | $10274013.10  | 0.38%             | 2038-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                                       | CHTR 5.05 03/30/29                                                                       | CUSIP: 161175BR4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3819985.34   | 0.14%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                                                    | CHTR 7.3 07/01/38                                                                        | CUSIP: 88732JAN8<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2219866.63   | 0.08%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Canyon Clo 2020-2 Ltd/Canyon Clo 2020-2 Llc                                                                                | CANYC 2020-2A AR2                                                                        | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | NUSS              | KY        |   1900000 | PA      | $1894744.60   | 0.07%             | 2034-10-16      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN CB1381                                                                                | CUSIP: 3140QLRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3826451 | PA      | $3286328.37   | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                                                  | JPM 5.11 12/08/26                                                                        | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4022904.00   | 0.15%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                                                                                     | Ten-Year Government of Canada Bond Futures                                               | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        59 | NC      | $-102084.72   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS LLOYDS BANKING GP PLC                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-24818.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                                     | FHMS K753 A2                                                                             | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1575000 | PA      | $1582697.34   | 0.06%             | 2030-10-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/TWD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1091.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FSPC T-54 2A                                                                             | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      8020 | PA      | $8426.32      | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                                              | CAF 5 01/24/29                                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    200000 | PA      | $204941.98    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                                                         | HBAN V5.605 01/28/41                                                                     | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1327869.32   | 0.05%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-3                                                                                   | GSAR 2024-3A A2                                                                          | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231459 | PA      | $233398.91    | 0.01%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                                                     | FABSJV 6.15 01/25/32                                                                     | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1143980.77   | 0.04%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR11 TRUST                                                                     | WFMBS 2006-AR11 A6                                                                       | CUSIP: 94984CAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67759 | PA      | $64214.88     | 0.00%             | 2036-08-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS CAD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $425.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                                                         | PERUGB 7.3 08/12/33                                                                      | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   6300000 | PA      | $1982738.21   | 0.07%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL17 LLC                                                                                                          | MF1 2025-FL17 A                                                                          | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1400242.20   | 0.05%             | 2040-02-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/BRL FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2202512.74  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Hanwha Life Insurance Co., Ltd.                                                                                            | HLINSU V6.3 06/24/55 144A                                                                | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |    420000 | PA      | $429933.00    | 0.02%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Cwabs Asset Backed Certificates Series 2002-4                                                                              | CWL 2005-3 MV7                                                                           | CUSIP: 126673C26<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4000249.26   | 0.15%             | 2035-08-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC.                                                                                                     | HLNLN 3.375 03/24/29                                                                     | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486627.70    | 0.02%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd, Hong Kong                                                                                                   | AIA 3.9 04/06/28 144A                                                                    | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |   1000000 | PA      | $996017.10    | 0.04%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/KRW FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $28.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                                    | BPCEGP V5.748 07/19/33 144A                                                              | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5106135.50   | 0.19%             | 2033-07-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V5.192 04/17/31                                                                       | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319767.65    | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                                           | MRK 3.85 03/15/29                                                                        | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    910000 | PA      | $903577.04    | 0.03%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2025-3 Designated Activity Company                                                     | PSTET 2025-3A A                                                                          | CUSIP: 000000000<br>LEI: 254900VGFCQBASWATQ78 | Long             | ABS-O            | CORP              | IE        |   1000000 | PA      | $1159665.46   | 0.04%             | 2035-07-15      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                                                                     | AEE 5.55 03/15/56                                                                        | CUSIP: 906548DC3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1062387.04   | 0.04%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5770.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | THB/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4002.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | NZD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $31359.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                                    | CDEL 4.25 07/17/42 144A                                                                  | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $160689.58    | 0.01%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B17 MORTGAGE TRUST                                                                                          | BMARK 2020-B17 A5                                                                        | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3460000 | PA      | $3123667.24   | 0.11%             | 2053-03-17      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3                                                                               | WLAKE 2024-3A A2A                                                                        | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137065 | PA      | $137110.89    | 0.01%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Al Jawaher Assets Co. SPC                                                                                                  | OMGRID 4.662 10/29/30 144A                                                               | CUSIP: 009931AA4<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |    745000 | PA      | $724857.96    | 0.03%             | 2030-10-29      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                                                                         | CSMC 2007-3 4A15                                                                         | CUSIP: 12638PCQ0<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Long             | ABS-O            | CORP              | US        |     25592 | PA      | $20674.13     | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN BC7891                                                                                | CUSIP: 3140F3XV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49144 | PA      | $47254.80     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                                             | BNP V2.159 09/15/29 144A                                                                 | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $565372.32    | 0.02%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                                                       | AHTLN 5.95 10/15/33 144A                                                                 | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2680697.76   | 0.10%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                                               | PEMEX 6.7 02/16/32                                                                       | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     76000 | PA      | $74442.78     | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | ILS/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6963.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/SGD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $40.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                                           | PCG 3.3 03/15/27                                                                         | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691843.67    | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank                                                                                                     | KDB 4.875 02/03/30                                                                       | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $204870.10    | 0.01%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | USD/THB FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2865.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO 2025-1 Designated Activity Co.                                                                            | CGMSE 2025-1A A1                                                                         | CUSIP: 000000000<br>LEI: 6354004MQA9RGFHI6G78 | Long             | ABS-O            | CORP              | IE        |   1000000 | PA      | $1154434.08   | 0.04%             | 2038-08-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B32 MORTGAGE TRUST                                                                                          | BMARK 2022-B32 C                                                                         | CUSIP: 08163NBQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $1666088.38   | 0.06%             | 2055-01-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | AUD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9302.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                                                 | AMT 2.3 09/15/31                                                                         | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1409413.28   | 0.05%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                                                                     | GSMS 2019-GC42 A4                                                                        | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4718874.50   | 0.17%             | 2052-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                                                    | BKH 4.55 01/31/31                                                                        | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1078850.06   | 0.04%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | THB/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FG Q58277                                                                                | CUSIP: 3132Y2FT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1370904 | PA      | $1274125.36   | 0.05%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                                     | FHR 5609 FC                                                                              | CUSIP: 3137HNXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1218114 | PA      | $1217389.26   | 0.04%             | 2055-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS AUD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-668406.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/BRL FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $33742.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                                                 | RABOBK V5.447 03/05/30 144A                                                              | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $3375561.09   | 0.12%             | 2030-03-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Baiterek National Investment Holding Joint Stock Co.                                                                       | BAINAT 5.45 05/08/28 144A                                                                | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |    476000 | PA      | $480083.98    | 0.02%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                                            | BLTN 0 07/01/26 LTN                                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        | 132700000 | PA      | $24774858.54  | 0.91%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FM5644                                                                                | CUSIP: 3140X9HW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    818449 | PA      | $660671.60    | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                                                                                 | HGVLLC 5 06/01/29 144A                                                                   | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $855098.91    | 0.03%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/TRY FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1845.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R04                                                                               | CAS 2025-R04 1M2                                                                         | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2870000 | PA      | $2878995.15   | 0.11%             | 2045-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                                                      | UKRAIN 0 02/01/30 144A                                                                   | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     13261 | PA      | $7799.42      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                                           | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $6728918.27   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Romark Credit Funding I, Ltd.                                                                                              | Romark Credit Funding III Ltd                                                            | CUSIP: 77587BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500571.00    | 0.02%             | 2042-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS0396                                                                                | CUSIP: 3140XFNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000332 | PA      | $2465690.56   | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                                             | C V4.075 04/23/29                                                                        | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2382740.64   | 0.09%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd.                                                                                        | KOHNPW 5 07/18/28 144A                                                                   | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |    460000 | PA      | $467131.38    | 0.02%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                                                   | AXP V5.284 07/26/35                                                                      | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1716429.82   | 0.06%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Rali Series 2006-Qs17 Trust                                                                                                | RALI 2007-QA5 2A1                                                                        | CUSIP: 749236AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1710346 | PA      | $1127059.82   | 0.04%             | 2037-09-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                                              | NGERIA 7.875 02/16/32 144A                                                               | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    337000 | PA      | $341709.98    | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Akbank T.A.S.                                                                                                              | AKBNK V7.95 PERP 144A                                                                    | CUSIP: 00971YAN0<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |    625000 | PA      | $596297.44    | 0.02%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LD Celulose International GmbH                                                                                             | LNZAV 7.95 01/26/32 144A                                                                 | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |    555000 | PA      | $570711.94    | 0.02%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                                                         | ARCC 5.1 01/15/31                                                                        | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1438350.56   | 0.05%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN AE0478                                                                                | CUSIP: 31419AQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24364 | PA      | $23546.61     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNMA-30YR                                                                                | CUSIP: 01F042665<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 184000000 | PA      | $177259160.00 | 6.53%             | 2056-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-1                                                                                       | MCMLT 2019-1 A1                                                                          | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2683240 | PA      | $2630590.25   | 0.10%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL HONG KONG BRANCH                                                                                          | BBLTB V3.466 09/23/36 144A                                                               | CUSIP: 059895AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    515000 | PA      | $463491.91    | 0.02%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | PLN/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-133040.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                                                  | TOYOTA F 08/07/26                                                                        | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101366.20   | 0.04%             | 2026-08-07      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Saavi Energia S.a.r.l.                                                                                                     | SAAVIE 8.875 02/10/35 144A                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    540000 | PA      | $567351.00    | 0.02%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V5.202 04/25/29                                                                      | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710069.36    | 0.03%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                                                 | VMED 7.75 04/15/32 144A                                                                  | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1727632.62   | 0.06%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | USD/PLN FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-284.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FM5301                                                                                | CUSIP: 3140X83K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2297198 | PA      | $1870447.70   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF1                                                                                                                | CF 2019-CF1 A5                                                                           | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2340000 | PA      | $2280709.08   | 0.08%             | 2052-05-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                                               | AVGO 4.2 10/15/30                                                                        | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    395000 | PA      | $390542.46    | 0.01%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP                                                                        | CSMC 2005-1R 2A5                                                                         | CUSIP: 22546MAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437801 | PA      | $244294.25    | 0.01%             | 2035-12-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | INR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11760.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                                                                                      | VALEBZ V6 02/25/56 144A                                                                  | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    555000 | PA      | $546675.00    | 0.02%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                                                | VZ 4.75 01/15/33                                                                         | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3191215.13   | 0.12%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                                                        | GPN 3.2 08/15/29                                                                         | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2028490.39   | 0.07%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN AD4168                                                                                | CUSIP: 31418RT27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55393 | PA      | $55982.82     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Institutional Liquidity Funds                                                                               | Morgan Stanley Institutional Liquidity Funds GOVT PTF INSTL                              | CUSIP: 61747C707<br>LEI: 5493000A332Y142SOW84 | Long             | STIV             | RF                | US        |   2550000 | NS      | $2550000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MISC Capital Two (Labuan) Ltd.                                                                                             | MISCMK 3.75 04/06/27 144A                                                                | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |    315000 | PA      | $312256.04    | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Serbia (Republic Of)                                                                                                       | SERBIA 6 06/12/34 144A                                                                   | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    640000 | PA      | $641765.50    | 0.02%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 3.625 05/15/53                                                                         | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24300000 | PA      | $19490308.29  | 0.72%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                                                       | ERAC USA Finance LLC 0% CP 23/04/2026                                                    | CUSIP: 26882SDP8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |   5050000 | PA      | $5036679.11   | 0.19%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                                              | ENBCN 4.9 06/20/30                                                                       | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    865000 | PA      | $874390.01    | 0.03%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                                                         | VICI 5.625 04/01/35                                                                      | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    715000 | PA      | $711993.64    | 0.03%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                                                       | ERAC USA Finance LLC 0% CP 17/04/2026                                                    | CUSIP: 26882SDH6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |    700000 | PA      | $698649.84    | 0.03%             | 2026-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                                             | C V6.625 PERP                                                                            | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    890000 | PA      | $891272.88    | 0.03%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                                                | MIZUHO 2.564 09/13/31                                                                    | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1233824.76   | 0.05%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                                            | WYNMAC 5.5 10/01/27 REGS                                                                 | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198168.88    | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                                     | FHR 5468 WF                                                                              | CUSIP: 3137HHC58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    391179 | PA      | $392356.28    | 0.01%             | 2054-11-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | ILS/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5468.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Montenegro (Republic of)                                                                                                   | MONTEN 4.875 04/01/32 144A                                                               | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    140000 | PA      | $160830.21    | 0.01%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                                     | OCPMR 6.1 04/30/30 144A                                                                  | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $203248.88    | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS CDX.NA.IG.35.V1                                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $3970.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 888657                                                                                | CUSIP: 31410GJA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74109 | PA      | $75401.08     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                                                           | KZOKZ 3.5 04/14/33 144A                                                                  | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    395000 | PA      | $354914.89    | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                                     | FHR 5596 CF                                                                              | CUSIP: 3137HNTE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1195800 | PA      | $1200596.58   | 0.04%             | 2055-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Dilijan Finance B.V.                                                                                                       | ARBANK 6.6 01/22/31 144A                                                                 | CUSIP: 254032AD7<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |    410000 | PA      | $404460.65    | 0.01%             | 2031-01-22      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | AUD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5422.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                                             | C V6.02 01/24/36                                                                         | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1241056.65   | 0.05%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MB0305                                                                                | CUSIP: 3618N5KT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5860521 | PA      | $5493839.68   | 0.20%             | 2055-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                                                                         | CSMC 2007-3 4A12                                                                         | CUSIP: 12638PCB3<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Long             | ABS-O            | CORP              | US        |     57636 | PA      | $8087.80      | 0.00%             | 2037-04-25      | Floating      | 2.96%                 | No            |                  3 | On Loan: No      |
| Panama (Republic of)                                                                                                       | PANAMA 3.298 01/19/33                                                                    | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $174930.00    | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                                               | BACR V4.942 09/10/30                                                                     | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2010683.20   | 0.07%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-4                                                                               | MARM 2004-4 4A1                                                                          | CUSIP: 576433ME3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     18110 | PA      | $17702.92     | 0.00%             | 2034-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Axian Telecom Holding & Management PLC                                                                                     | AXNTLC 7.25 07/11/30 144A                                                                | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    380000 | PA      | $375907.40    | 0.01%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                                          | WFC F 04/22/28 MTN                                                                       | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2911025.80   | 0.11%             | 2028-04-22      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                                                | VZ 2.55 03/21/31                                                                         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    537000 | PA      | $487650.08    | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA TOBACCO SETTLEMENT FINANCE AUTHORITY (WV)                                                                    | WV TOBGEN 2.55 06/01/2029                                                                | CUSIP: 88880LAL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $282654.00    | 0.01%             | 2029-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-4                                                                                          | VERUS 2024-4 A1                                                                          | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-O            | CORP              | US        |   2270557 | PA      | $2288856.59   | 0.08%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/BRL FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-44994.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                                                         | VICI 4.95 02/15/30                                                                       | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1812791.87   | 0.07%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/NZD FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $287736.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | TWD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $385.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                                                                    | STACR 2021-DNA5 M2                                                                       | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |    671501 | PA      | $671499.10    | 0.02%             | 2034-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                                                | FISV 3.5 07/01/29                                                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3353701.75   | 0.12%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                                               | AVGO 3.137 11/15/35 144A                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2789000 | PA      | $2370705.50   | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO IX Designated Activity Company                                                                                 | TIKEH 9A AR                                                                              | CUSIP: 000000000<br>LEI: 635400WF4D7I3IFMCZ19 | Long             | ABS-O            | CORP              | IE        |   1000000 | PA      | $1156074.23   | 0.04%             | 2037-01-20      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                                                      | GSMS 2019-GC39 A4                                                                        | CUSIP: 36260JAD9<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1203544.63   | 0.04%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                                           | PCG 3.3 08/01/40                                                                         | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $449093.88    | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                                                 | JP MORGAN SECURITIES LLC                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  17400000 | PA      | $17400000.00  | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-C4                                                                                | CGCMT 2017-C4 A4                                                                         | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    635000 | PA      | $625527.13    | 0.02%             | 2050-10-14      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd.                                                                                                        | STOAU 3.649 04/29/31 144A                                                                | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1592076.52   | 0.06%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNMA-30YR                                                                                | CUSIP: 01F040669<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  33000000 | PA      | $31065381.60  | 1.14%             | 2056-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                                            | CVS 3.75 04/01/30                                                                        | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4252850.36   | 0.16%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FHR 4676 KZ                                                                              | CUSIP: 3137BWY73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    289273 | PA      | $248553.81    | 0.01%             | 2045-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | EUR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-361033.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                                           | AEP V6.05 03/15/56 D                                                                     | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1388106.72   | 0.05%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                                                 | AMT 3.65 03/15/27                                                                        | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297914.79    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-804087.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                                                  | ARAMCO 5.75 07/17/54 144A                                                                | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    400000 | PA      | $368633.08    | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                                                                              | NRZT 2019-RPL3 A1                                                                        | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1519529 | PA      | $1472328.86   | 0.05%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | AUD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15242.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Georgia Global Utilities JSC                                                                                               | CGEOLN 8.875 07/25/29 144A                                                               | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |    275000 | PA      | $285685.57    | 0.01%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                                           | CFELEC 6.045 01/28/34 144A                                                               | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    225000 | PA      | $218328.75    | 0.01%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp.                                                                                 | VICTRA 8.75 09/15/29 144A                                                                | CUSIP: 92648DAA4<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3116019.00   | 0.11%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                                                    | FR SD7540                                                                                | CUSIP: 3132DVLV5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    768727 | PA      | $659660.50    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $11949.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                                               | NOVNVX 4.4 03/18/31                                                                      | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1350007.97   | 0.05%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                                               | BRAZIL 4.75 01/14/50                                                                     | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    210000 | PA      | $152124.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc.                                                                                                       | REZI 6.5 07/15/32 144A                                                                   | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1331810.91   | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                                     | OCPMR 3.75 06/23/31 144A                                                                 | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $181889.20    | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-RPL3                                                                                | CHASE 2024-RPL3 A1A                                                                      | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2877836 | PA      | $2553868.37   | 0.09%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CF 2019-CF2 MORTGAGE TRUST                                                                                                 | CF 2019-CF2 A5                                                                           | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3770748.80   | 0.14%             | 2052-11-18      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                                                        | KENINT 9.5 03/05/36 REGS                                                                 | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $196228.30    | 0.01%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                                               | OCINCC 5.8 03/15/30                                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1419000 | PA      | $1368984.22   | 0.05%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                                           | CHTR 4.25 01/15/34 144A                                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1391688.35   | 0.05%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 928988                                                                                | CUSIP: 31412MCZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       525 | PA      | $529.74       | 0.00%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V4.516 01/21/32                                                                       | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1773093.78   | 0.07%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                                                                | SRE 2.95 04/15/27                                                                        | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2566287.62   | 0.09%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS1838                                                                                | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5924261 | PA      | $5262586.12   | 0.19%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EUREX Frankfurt Aktiengesellschaft                                                                                         | Options on Euro(OGBL) Bund Futures                                                       | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |        -7 | NC      | $1588.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock European Clo VII Designated Activity Company                                                                     | BECLO 7A AR                                                                              | CUSIP: 000000000<br>LEI: 635400IDVZFM7YPKHY80 | Long             | ABS-O            | CORP              | IE        |    370372 | PA      | $427987.07    | 0.02%             | 2031-10-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC                                                                                                  | OH AMEPWR 8.08 02/15/2050                                                                | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1873515.00   | 0.07%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                                               | MAR 4.5 05/01/33                                                                         | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    720000 | PA      | $695969.78    | 0.03%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Garanti Bbva                                                                                                               | GARAN V8.375 02/28/34 144A                                                               | CUSIP: 900148AF4<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |    500000 | PA      | $504270.85    | 0.02%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XX LTD                                                                                                | NEUB 2015-20A D1R3                                                                       | CUSIP: 64130TBS3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $488529.00    | 0.02%             | 2039-04-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                                                                 | HAS 4.65 03/12/31                                                                        | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    680000 | PA      | $671757.38    | 0.02%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR5                                                                    | SAMI 2005-AR5 A2                                                                         | CUSIP: 86359LPE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33052 | PA      | $32113.44     | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                                                   | HONA 4.95 03/16/36 144A                                                                  | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2516212.61   | 0.09%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                          | HSBC V2.871 11/22/32                                                                     | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $895121.80    | 0.03%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                                           | AMZN 5.8 03/13/56                                                                        | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1354867.89   | 0.05%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                                           | AMZN 4.1 11/20/30                                                                        | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1295190.84   | 0.05%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | ILS/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15566.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bidvest Group (Uk) Plc                                                                                                     | BVTSJ 6.2 09/17/32 144A                                                                  | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $439891.72    | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Indigo Credit Management II DAC                                                                                            | INDI 2A A                                                                                | CUSIP: 000000000<br>LEI: 635400ZBUBZKOZYRMX14 | Long             | ABS-O            | CORP              | IE        |   1100000 | PA      | $1270813.27   | 0.05%             | 2038-07-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                                                 | FORDF 2024-1 A1                                                                          | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6575223.20   | 0.24%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                                                                                           | HAPOAL 5.252 01/14/33                                                                    | CUSIP: 000000000<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |    470000 | PA      | $464573.68    | 0.02%             | 2033-01-14      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                                               | APO 4.6 01/15/31                                                                         | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1021091.22   | 0.04%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                                                               | RCL 4.75 05/15/33                                                                        | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   5740000 | PA      | $5543966.37   | 0.20%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL (WAYANG WINDU) LTD                                                                                  | STAREN 6.75 04/24/33 144A                                                                | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    283688 | PA      | $285175.58    | 0.01%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN CA8526                                                                                | CUSIP: 3140QGPL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2152027 | PA      | $1835188.48   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                                                   | CE 6.5 04/15/30                                                                          | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    151000 | PA      | $154196.37    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                                                         | ATH V6.875 06/28/55                                                                      | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1206740.18   | 0.04%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MB0310                                                                                | CUSIP: 3618N5KY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2605454 | PA      | $2707645.45   | 0.10%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR SD2115                                                                                | CUSIP: 3132DPK49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4301152 | PA      | $4090005.80   | 0.15%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA TOBACCO SETTLEMENT FINANCE AUTHORITY (WV)                                                                    | WV TOBGEN 2.95 06/01/2031                                                                | CUSIP: 88880LAN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $457245.00    | 0.02%             | 2031-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                                          | Euro(FGBS) Schatz Futures                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -50 | NC      | $57496.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                                      | AAL 5.5 04/20/26 144A                                                                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41667 | PA      | $41724.17     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | USD/AUD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1514.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                                                | FMCN 7.25 02/15/34 144A                                                                  | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $346409.68    | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Man Glg Euro Clo V Designated Activity Company                                                                             | GLGE 5A A1R                                                                              | CUSIP: 000000000<br>LEI: 635400WPMITSRLC5LX57 | Long             | ABS-O            | CORP              | IE        |     40835 | PA      | $47180.72     | 0.00%             | 2031-12-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                                                        | VLO 5.15 03/10/36                                                                        | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   5180000 | PA      | $5108260.63   | 0.19%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                                                    | BNCN 5.33 01/15/36                                                                       | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3495000 | PA      | $3423666.35   | 0.13%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Subordinated Inc.                                                                                           | SUMIAL 5.5 03/24/36 144A                                                                 | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    530000 | PA      | $522370.86    | 0.02%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-1                                                                                           | TPMT 2018-1 A1                                                                           | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12414 | PA      | $12353.67     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Mansard Mortgages 2007-1 Plc                                                                                               | MANSD 2007-1X A2                                                                         | CUSIP: 000000000<br>LEI: 213800JK7REF83LDFT15 | Long             | ABS-O            | CORP              | GB        |    178746 | PA      | $235525.40    | 0.01%             | 2047-04-15      | Floating      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GN 785600                                                                                | CUSIP: 3622ABDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3224993 | PA      | $2909535.50   | 0.11%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Andina de Fomento                                                                                              | CAF V6.75 PERP 144A                                                                      | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | VE        |    490000 | PA      | $501637.50    | 0.02%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                                                       | FMGAU 6.125 04/15/32 144A                                                                | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   1885000 | PA      | $1927841.53   | 0.07%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V4.493 01/16/32                                                                       | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1878437.44   | 0.07%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                                         | TMUS 3.75 04/15/27                                                                       | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2137097.85   | 0.08%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                                           | PCG 4.4 03/01/32                                                                         | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1254027.84   | 0.05%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                                                               | CAS 2025-R06 1B1                                                                         | CUSIP: 20754YCL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5169444 | PA      | $5231337.24   | 0.19%             | 2045-09-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                                                | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       464 | NC      | $-1652576.41  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN MA5822                                                                                | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7014278 | PA      | $7049625.34   | 0.26%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | SGD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $73825.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2017-5                                                                                              | SEMT 2017-5 B2                                                                           | CUSIP: 81746DCC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2114523 | PA      | $1992651.60   | 0.07%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $5716.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11                                                             | JPMCC 2013-LC11 B                                                                        | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14043 | PA      | $13656.51     | 0.00%             | 2046-04-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $90246.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2017-163 ZK                                                                          | CUSIP: 38380KSV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1702299 | PA      | $1578343.75   | 0.06%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE SECURITIES (USA) LLC                                                                                         | CSMC 2007-3 4A6                                                                          | CUSIP: 12638PBV0<br>LEI: 1V8Y6QCX6YMJ2OELII46 | Long             | ABS-O            | CORP              | US        |     57636 | PA      | $44082.28     | 0.00%             | 2037-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Albania(Republic Of)                                                                                                       | ALBANI 3.5 06/16/27 144A                                                                 | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    150000 | PA      | $172522.77    | 0.01%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2014-2                                                                                          | JPMMT 2014-2 B1                                                                          | CUSIP: 46641YAP8<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-O            | CORP              | US        |     21186 | PA      | $20729.88     | 0.00%             | 2029-06-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA TOBACCO SETTLEMENT FINANCE AUTHORITY (WV)                                                                    | WV TOBGEN 2.35 06/01/2028                                                                | CUSIP: 88880LAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $287046.00    | 0.01%             | 2028-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC 2026-1                                                                                       | VFET 2026-1A A3                                                                          | CUSIP: 92886FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4450000 | PA      | $4421140.86   | 0.16%             | 2030-05-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)                                        | AER 4.75 01/15/33                                                                        | CUSIP: 00774MBU8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1280000 | PA      | $1244567.30   | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2025-170 FC                                                                          | CUSIP: 38385HK89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    485516 | PA      | $487135.00    | 0.02%             | 2055-10-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V5.103 04/22/31                                                                      | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1664992.60   | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                                                    | CHTR 6.55 05/01/37                                                                       | CUSIP: 88732JAJ7<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4742187.67   | 0.17%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                                            | PFSI 6.875 05/15/32 144A                                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2661377.66   | 0.10%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                                           | DB V6.819 11/20/29                                                                       | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    679000 | PA      | $713052.60    | 0.03%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXIV / Apidos CLO XXIV LLC                                                                                      | APID 2016-24A A1AL                                                                       | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    193793 | PA      | $193742.77    | 0.01%             | 2030-10-21      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                                                      | ATH F 02/23/27 EMTN                                                                      | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2892899.41   | 0.11%             | 2027-02-23      | Floating      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| WEST VIRGINIA TOBACCO SETTLEMENT FINANCE AUTHORITY (WV)                                                                    | WV TOBGEN 1.82 06/01/2026                                                                | CUSIP: 88880LAH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $248980.00    | 0.01%             | 2026-06-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                                           | PCG 3 06/15/28                                                                           | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $774437.60    | 0.03%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                                                  | ARAMCO 4.25 04/16/39 144A                                                                | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $172378.58    | 0.01%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                                                 | SAGB 6.25 03/31/36 R209                                                                  | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  10700000 | PA      | $508221.98    | 0.02%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V6.296 10/18/28                                                                       | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1762386.83   | 0.06%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V4.452 12/05/29                                                                      | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502067.30   | 0.06%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNMA-30YR                                                                                | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 142400000 | PA      | $143055880.16 | 5.27%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2015-H11 FC                                                                          | CUSIP: 38376RBB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    180781 | PA      | $180737.44    | 0.01%             | 2065-05-20      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                          | HSBC V2.848 06/04/31                                                                     | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2495905.38   | 0.09%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                                           | CHTR 6.375 09/01/29 144A                                                                 | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2739000 | PA      | $2749158.95   | 0.10%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                                     | SWOP IRS USD                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |  -2000000 | NC      | $-5760.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                                                                            | BANK 2020-BN29 A4                                                                        | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5880000 | PA      | $5174342.38   | 0.19%             | 2053-11-18      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                                          | PNC V5.423 01/25/41                                                                      | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $984986.43    | 0.04%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                                                             | EPR 4.5 06/01/27                                                                         | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1693272.42   | 0.06%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                                               | PEMEX 10 02/07/33                                                                        | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $227989.00    | 0.01%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                                                        | OMAN 6.75 01/17/48 144A                                                                  | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    343000 | PA      | $357422.02    | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/BRL FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $272341.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                                                         | DPABS 2021-1A A2I                                                                        | CUSIP: 25755TAN0<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |   7196500 | PA      | $6809521.17   | 0.25%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                                                      | UKRAIN 4.5 02/01/35 144A                                                                 | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     84970 | PA      | $44761.70     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| State Oil Company of the Azerbaijan Republic                                                                               | SOIAZ 6.95 03/18/30                                                                      | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | CORP              | AZ        |    400000 | PA      | $429927.48    | 0.02%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                                               | AVGO 5.05 04/15/30                                                                       | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2956552.32   | 0.11%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Irsa Inversiones y Representaciones SA                                                                                     | IRSAAR 8 03/31/35 144A                                                                   | CUSIP: 450047AJ4<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |    430000 | PA      | $438062.50    | 0.02%             | 2035-03-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ACCEPTANCE CORP I                                                                                                | JPALT 2007-A2 11A1                                                                       | CUSIP: 466278AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2537998 | PA      | $1282256.00   | 0.05%             | 2037-06-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | NOK/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1230.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                                                 | VMED 4.25 01/31/31 144A                                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1290000 | PA      | $1109031.19   | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                                                   | T 2.55 12/01/33                                                                          | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2673000 | PA      | $2263103.47   | 0.08%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/SEK FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6938.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HTA Group Limited (Mauritius)                                                                                              | HLSTWR 6.75 04/01/31 144A                                                                | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    330000 | PA      | $326553.68    | 0.01%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                                                    | ARGENT 0.75 07/09/30                                                                     | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    422898 | PA      | $354599.77    | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                                                       | SUMIBK 5.454 01/15/32                                                                    | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2063616.40   | 0.08%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | TWD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3173.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEKOM SRBIJA AD                                                                                                          | TELSER 7 10/28/29 144A                                                                   | CUSIP: 87945BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | RS        |    475000 | PA      | $468873.21    | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                                                 | BA 6.858 05/01/54                                                                        | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $4224158.16   | 0.16%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                                            | DANBNK V5.705 03/01/30 144A                                                              | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3400000 | PA      | $3497662.96   | 0.13%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                                                           | SANLTD 5.4 08/08/28                                                                      | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1814612.40   | 0.07%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA2                                                                                    | STACR 2021-HQA2 M2                                                                       | CUSIP: 35564KFV6<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-O            | USGSE             | US        |   3582755 | PA      | $3636163.57   | 0.13%             | 2033-12-27      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                                                         | PERUGB 6.85 08/12/35                                                                     | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   9100000 | PA      | $2664353.96   | 0.10%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd.                                                                                                    | MGMCHI 4.75 02/01/27 144A                                                                | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197801.06    | 0.01%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                                                                    | AZN 1.75 05/28/28                                                                        | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4379319.14   | 0.16%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R02                                                                               | CAS 2026-R02 1M2                                                                         | CUSIP: 20753EAD8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2380000 | PA      | $2390407.98   | 0.09%             | 2046-02-26      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                         | ET 4.95 05/15/28                                                                         | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706359.08    | 0.03%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/KRW FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $77.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                                                                | OAKC 2012-7A D1R4                                                                        | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $834932.05    | 0.03%             | 2038-02-22      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES SA                                                                                          | BCICI V8.75 PERP 144A                                                                    | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    475000 | PA      | $499730.88    | 0.02%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V6.25 PERP                                                                           | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2542000 | PA      | $2558772.12   | 0.09%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                                          | WFC V3.584 05/22/28 MTN                                                                  | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5250863.70   | 0.19%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                                                 | AMGN 4.85 02/19/36                                                                       | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1710266.18   | 0.06%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                                            | LLY 5.6 02/12/65                                                                         | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1738494.11   | 0.06%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 2.5 02/15/45                                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37100000 | PA      | $26029419.36  | 0.96%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                                                                 | BABA 5.25 05/26/35                                                                       | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    315000 | PA      | $323755.14    | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shinhan Bank Co Ltd.                                                                                                       | SHNHAN 5.75 04/15/34 144A                                                                | CUSIP: 824589AH8<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |    420000 | PA      | $434791.39    | 0.02%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST - RPL1                                                                                 | NRZT 2018-RPL1 A1                                                                        | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72104 | PA      | $70162.54     | 0.00%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                                                      | LOW 4.25 03/15/31                                                                        | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1340314.11   | 0.05%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                                              | USB V2.491 11/03/36                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2940697.06   | 0.11%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                                                       | POLAND 4.875 02/12/30 5Y                                                                 | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    200000 | PA      | $204548.24    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                                          | WFC V6.491 10/23/34                                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1624618.65   | 0.06%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| JSC TBC Bank                                                                                                               | TBCBGE V10.25 PERP 144A                                                                  | CUSIP: 48128XAD5<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |    395000 | PA      | $420490.93    | 0.02%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Magnera Corp.                                                                                                              | MAGN 7.25 11/15/31 144A                                                                  | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3201765.78   | 0.12%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Subordinated Inc.                                                                                           | SUMIAL 4.85 03/24/31 144A                                                                | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2365974.76   | 0.09%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                                        | D V6.875 02/01/55 A                                                                      | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1333695.25   | 0.05%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                                           | NTT F 07/16/30 144A                                                                      | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $913796.64    | 0.03%             | 2030-07-16      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS3856                                                                                | CUSIP: 3140XKJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2748667 | PA      | $2580888.83   | 0.10%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                                                  | ORAFP 4.25 01/13/31 144A                                                                 | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1720000 | PA      | $1687786.81   | 0.06%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR SB0297                                                                                | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4226127 | PA      | $4068183.19   | 0.15%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS F 04/13/28 MTN                                                                        | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4516829.10   | 0.17%             | 2028-04-13      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ASSET-BACKED FUNDING CORP SERIES ABC SERIES 2006-HE1                                                                       | ABFC 2006-HE1 A2D                                                                        | CUSIP: 00075WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211937 | PA      | $117872.97    | 0.00%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVENUE 2024-3 LTD                                                                                                 | MCCP 2024-3A A                                                                           | CUSIP: 04822JAA4<br>LEI: 254900YNF4JP0FNPPH69 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3997980.00   | 0.15%             | 2035-01-22      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS GENERAL MOTORS CO                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $26541.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFB Hungarian Development Bank Pvt Ltd.                                                                                    | MAGYAR 6.5 06/29/28                                                                      | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |    215000 | PA      | $219299.83    | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | USD/IDR FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $165.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                                          | PNC V4.899 05/13/31                                                                      | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    845000 | PA      | $850378.85    | 0.03%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 616376                                                                                | CUSIP: 36290SXD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       291 | PA      | $294.68       | 0.00%             | 2034-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                                               | ORCL 6.7 02/04/56                                                                        | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1123880.79   | 0.04%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations (TCEH)                                                                                                   | Vistra Operations (TCEH) Term Loan B-5 175 2025-12-01                                    | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |    492939 | PA      | $493589.54    | 0.02%             | 2030-12-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Gmacm Mortgage Loan Trust                                                                                                  | GMACM 2006-J1 A1                                                                         | CUSIP: 36185MEB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10474 | PA      | $9046.11      | 0.00%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNR 2017-95 FA                                                                           | CUSIP: 3136AYN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    119990 | PA      | $118548.93    | 0.00%             | 2047-11-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                                                                   | AZURGY 8.625 01/22/33 144A                                                               | CUSIP: 05501YAC2<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $575435.81    | 0.02%             | 2033-01-22      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                                              | ENBCN 5.55 06/20/35                                                                      | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1360000 | PA      | $1390843.85   | 0.05%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dhafrah PV2 Energy Co LLC                                                                                                  | DHAENE 5.794 06/30/53 144A                                                               | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |    520000 | PA      | $505554.50    | 0.02%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GE-WMC ASSET BACKED PASS THROUGH CERTIFICATES SERIES 2006-1                                                                | GEWMC 2006-1 A2B                                                                         | CUSIP: 36829JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1496292 | PA      | $625187.32    | 0.02%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                                                         | FFHCN 4.625 04/29/30                                                                     | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $996392.50    | 0.04%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                         | ET 6.3 01/15/56                                                                          | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5385000 | PA      | $5307534.08   | 0.20%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                                                                         | FG 5.875 01/16/30 144A                                                                   | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1115126.98   | 0.04%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group Inc./Groupe Minier Windfall Inc.                                                                     | GFISJ 5.854 05/13/32 144A                                                                | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $569621.30    | 0.02%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/THB FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $192.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                                          | HLT 4 05/01/31 144A                                                                      | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $657529.95    | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                                                       | PANAMA 6.853 03/28/54                                                                    | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $205954.00    | 0.01%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                                                       | ENTERP 4.6 05/01/28 144A                                                                 | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3899725.92   | 0.14%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                                                            | TCELLT 7.45 01/24/30 144A                                                                | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    350000 | PA      | $354810.47    | 0.01%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                             | BCRED 5.05 09/10/30                                                                      | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1014164.03   | 0.04%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                                                             | BANK 2022-BNK40 B                                                                        | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1572108.48   | 0.06%             | 2064-03-17      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                                                             | OOMLT 2007-4 2A4                                                                         | CUSIP: 68403FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4151015 | PA      | $2374113.66   | 0.09%             | 2037-04-27      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Access Holdings PLC                                                                                                        | ACCESS 6.125 09/21/26 144A                                                               | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |    300000 | PA      | $299740.77    | 0.01%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/BRL FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $60617.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                                             | BNP V3.052 01/13/31 144A                                                                 | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4700000 | PA      | $4413066.88   | 0.16%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 888482                                                                                | CUSIP: 31410GCT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15293 | PA      | $15160.12     | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 3 02/15/49                                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $511464.87    | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paraguay (Republic of)                                                                                                     | PARGUY 5.4 03/30/50 REGS                                                                 | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    220000 | PA      | $196240.00    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Aurium Clo IV DAC                                                                                                          | ACLO 4A AR                                                                               | CUSIP: 000000000<br>LEI: 549300LCZQMYMASRK585 | Long             | ABS-O            | CORP              | IE        |   1854647 | PA      | $2143335.90   | 0.08%             | 2031-01-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST 2026-225L                                                                                             | LBTY 2026-225L D                                                                         | CUSIP: 50178LAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3916813.60   | 0.14%             | 2031-02-10      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V5.049 07/23/30                                                                       | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6355000 | PA      | $6432572.31   | 0.24%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FG A38713                                                                                | CUSIP: 31297UVE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29505 | PA      | $30536.54     | 0.00%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                                          | VENTGL 3.875 11/01/33 144A                                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3431340.53   | 0.13%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                                                   | JPMMT 2006-A6 2A4L                                                                       | CUSIP: 46628BAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128099 | PA      | $101038.70    | 0.00%             | 2036-10-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                                                                      | JEFFERIES FINANCE LLC                                                                    | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    689761 | PA      | $680564.72    | 0.03%             | 2031-10-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                                                  | APODS 6.7 07/29/31                                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2788785.12   | 0.10%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/KRW FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $966.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN BR1317                                                                                | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    947041 | PA      | $779235.53    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2011-H21 FT                                                                          | CUSIP: 38375BNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    345103 | PA      | $346221.30    | 0.01%             | 2061-10-20      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                          | HSBC V7 PERP .                                                                           | CUSIP: 404280FJ3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1040000 | PA      | $1030223.27   | 0.04%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                                                                                           | IRB HOLDING CORP                                                                         | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   3417490 | PA      | $3412032.39   | 0.13%             | 2030-12-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FG A15404                                                                                | CUSIP: 31296QAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6625 | PA      | $6856.95      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                                                   | COSTAR 5.4995 11/21/30 REGS                                                              | CUSIP: 221597CZ8<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    750000 | PA      | $892163.96    | 0.03%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                                                                          | MNSN Holdings Inc. COM                                                                   | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2589 | NS      | $157066.86    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| RADNOR RE 2024-1 LTD                                                                                                       | RMIR 2024-1 M1B                                                                          | CUSIP: 75049AAB8<br>LEI: 2549006BAWB1S6RD1R66 | Long             | ABS-O            | CORP              | BM        |    135652 | PA      | $136249.64    | 0.01%             | 2034-09-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2005-10                                                                                | ARMT 2005-10 3A31                                                                        | CUSIP: 007036TH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13459 | PA      | $12625.78     | 0.00%             | 2036-01-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                                                          | CPPIBC 4.3 06/02/34                                                                      | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1119268.92   | 0.04%             | 2034-06-02      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                                                      | UKRAIN 0 02/01/35 144A                                                                   | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     41878 | PA      | $19547.13     | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS GENERAL ELECTRIC COMPANY                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $8568.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS6112                                                                                | CUSIP: 3140XMYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2160026 | PA      | $1921072.25   | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR SB1226                                                                                | CUSIP: 3132CXLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4192018 | PA      | $3867313.42   | 0.14%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | BRL/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-51975.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                                                                                    | MAD 2025-11MD A                                                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6171750.32   | 0.23%             | 2042-10-17      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 872891                                                                                | CUSIP: 31409JXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10560 | PA      | $11165.93     | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FM5733                                                                                | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777069 | PA      | $640746.98    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                                                            | DUBAEE 3.375 03/20/28 REGS                                                               | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2600629.47   | 0.10%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                                                             | BANK 2017-BNK5 B                                                                         | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $589111.01    | 0.02%             | 2060-06-17      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| OCTAGON 51 LTD                                                                                                             | OCT51 2021-1A AR                                                                         | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2745088.50   | 0.10%             | 2034-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                                                           | SRE 5.2 03/15/36 DDDD                                                                    | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    690000 | PA      | $688479.31    | 0.03%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                                                     | BWY 7.875 04/15/30 144A                                                                  | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2065475.76   | 0.08%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Union Electric Company                                                                                                     | AEE 4.8 03/15/36                                                                         | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    770000 | PA      | $752110.82    | 0.03%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $8486.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                                               | ORCL 4.55 02/04/29                                                                       | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691291.44    | 0.03%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNR 2009-68 SA                                                                           | CUSIP: 31396QD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     60633 | PA      | $5722.91      | 0.00%             | 2039-09-25      | Floating      | 2.97%                 | No            |                  3 | On Loan: No      |
| BNP PARIBAS                                                                                                                | BRL/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-10949.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMENIA, REPUBLIC OF - MINISTRY OF FINANCE                                                                                 | ARMEN 3.6 02/02/31 REGS                                                                  | CUSIP: 000000000<br>LEI: 2549008QLWTFS81EUF38 | Long             | DBT              | NUSS              | AM        |    440000 | PA      | $391811.77    | 0.01%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | INR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12859.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS8507                                                                                | CUSIP: 3140XQNZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    513911 | PA      | $484947.93    | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications/Midcontinent Communications Finance Corp                                                       | MIDCON 8 08/15/32 144A                                                                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1515531.39   | 0.06%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                                              | F 5.8 03/05/27                                                                           | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3520136.20   | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                                             | MEX 5.375 03/22/33                                                                       | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $245000.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | CAS 2022-R02 2M2                                                                         | CUSIP: 20754BAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    868648 | PA      | $877742.58    | 0.03%             | 2042-01-27      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                                                 | SAGB 8.875 02/28/35 2035                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  60900000 | PA      | $3539154.07   | 0.13%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                                                                  | SWOP IRS EUR                                                                             | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DIR              | CORP              | US        |  -1200000 | NC      | $-4250.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNMA-30YR                                                                                | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  37500000 | PA      | $35354306.25  | 1.30%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                                                    | NXPI 3.875 06/18/26                                                                      | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   3250000 | PA      | $3245886.80   | 0.12%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities Trust                                                                                 | BSABS 2007-SD1 22A1                                                                      | CUSIP: 07389QAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90897 | PA      | $37850.61     | 0.00%             | 2036-10-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                                                           | SANLTD 3.25 08/08/31                                                                     | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $384955.35    | 0.01%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V5.518 10/25/35                                                                      | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5255000 | PA      | $5256725.74   | 0.19%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                                               | BRAZIL 7.25 01/12/56                                                                     | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1570000 | PA      | $1543388.50   | 0.06%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                                                   | VST 5.35 01/31/36 144A                                                                   | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1850052.02   | 0.07%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sirius Xm Radio LLC                                                                                                        | SIRI 4.125 07/01/30 144A                                                                 | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1981717.35   | 0.07%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                                             | INTNED V3.875 PERP                                                                       | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2899973.10   | 0.11%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sunac China Holdings Ltd.                                                                                                  | SUNAC 0 06/23/26 AI                                                                      | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |    355870 | PA      | $56049.53     | 0.00%             | 2026-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd/DIFL US LLC                                                                              | DIGDIF 8.625 08/01/32 144A                                                               | CUSIP: 25381MAA5<br>LEI: 5493007V023VOEW4FK27 | Long             | DBT              | CORP              | BM        |    635000 | PA      | $646605.26    | 0.02%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | USD/MXN FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-39388.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                                                    | ARGENT 4.125 07/09/35                                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    902150 | PA      | $651803.38    | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                                           | IRS ZCS BRL                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1611096.11  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNGT 1999-T2 A1                                                                          | CUSIP: 31359VYH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      2031 | PA      | $2084.79      | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                                                                | ETN 4.8 03/06/36                                                                         | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    885000 | PA      | $874095.12    | 0.03%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                                          | Euro(FGBM) Bobl Futures                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -163 | NC      | $407921.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2                                                                                              | CHAOT 2024-2A A3                                                                         | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2157182 | PA      | $2179330.16   | 0.08%             | 2029-06-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                         | SANTAN 4.551 11/06/30                                                                    | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $788884.32    | 0.03%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | IDR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-315.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 882694                                                                                | CUSIP: 31409YUT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7650 | PA      | $7993.30      | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | USD/INR FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-40713.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                                                                       | BAYNGR 6.375 11/21/30 144A                                                               | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $631137.78    | 0.02%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS1446                                                                                | CUSIP: 3140XGTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2402971 | PA      | $2409414.29   | 0.09%             | 2051-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNR 2009-2 AS                                                                            | CUSIP: 31397NAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    172236 | PA      | $11112.89     | 0.00%             | 2039-02-25      | Floating      | 1.92%                 | No            |                  3 | On Loan: No      |
| Ukraine (Republic of)                                                                                                      | UKRAIN 4.5 02/01/36 144A                                                                 | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     48554 | PA      | $25100.72     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN CA3666                                                                                | CUSIP: 3140QBCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391486 | PA      | $375410.01    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS NV                                                                                                                     | JBS 5.625 03/10/37 144A                                                                  | CUSIP: 46590XBA3<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |   1730000 | PA      | $1736496.15   | 0.06%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                                      | SWOP IRS USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -1000000 | NC      | $-5856.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 814578                                                                                | CUSIP: 31406M6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1332 | PA      | $1339.79      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V4.223 05/01/29                                                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6066382.29   | 0.22%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST                                                                                                | CAPST 2025-1 A                                                                           | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499129.80    | 0.02%             | 2029-08-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/IDR FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-340.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | SEK/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37726.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Becton Dickinson Euro Finance S.A.R.L.                                                                                     | BDX 1.336 08/13/41                                                                       | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $525590.21    | 0.02%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                                                 | VMED 4.75 07/15/31 144A                                                                  | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $801131.11    | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V5.065 01/21/37                                                                       | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3481839.13   | 0.13%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                                                                | CDEP 5.875 04/30/29 144A                                                                 | CUSIP: 147918AC0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | NUSS              | US        |   6600000 | PA      | $6888853.62   | 0.25%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                                                                  | CRBG 4.55 01/09/31 144A                                                                  | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2568322.12   | 0.09%             | 2031-01-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Yapi Ve Kredi Bankasi A.S.                                                                                                 | YKBNK V7.55 06/11/36 144A                                                                | CUSIP: 984848AW1<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |    695000 | PA      | $669549.59    | 0.02%             | 2036-06-11      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Benin (The Republic of)                                                                                                    | BENIN 7.96 02/13/38 144A                                                                 | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $196592.92    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                                                | VZ 4.78 02/15/35                                                                         | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $994383.92    | 0.04%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                                                         | ABNANV V2.47 12/13/29 144A                                                               | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $3787426.80   | 0.14%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2016-H06 FD                                                                          | CUSIP: 38376RSG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    194552 | PA      | $195590.92    | 0.01%             | 2065-07-20      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-6                                                                                            | JPMMT 2015-6 B1                                                                          | CUSIP: 46645GAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87759 | PA      | $85131.01     | 0.00%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Incorporated                                                                                       | AIMEGR 7.375 10/01/32 144A                                                               | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1164010.40   | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2005-E TRUST                                                                                       | BAFC 2005-E 7A1                                                                          | CUSIP: 05946XXT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50095 | PA      | $46203.12     | 0.00%             | 2035-06-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Ueno Bank SA                                                                                                               | UENOPY 6.7 03/06/31 144A                                                                 | CUSIP: 903934AB3<br>LEI: 98450099V56Z7DB78D05 | Long             | DBT              | CORP              | PY        |    510000 | PA      | $505476.30    | 0.02%             | 2031-03-06      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                                                           | MSAC 2007-HE1 A2C                                                                        | CUSIP: 617526AE8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |   3130034 | PA      | $1836611.83   | 0.07%             | 2036-11-25      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Transportadora de Gas del Sur S.A.                                                                                         | TRAGAS 7.75 11/20/35 144A                                                                | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |    470000 | PA      | $477858.40    | 0.02%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                                                   | JPMMT 2006-A7 2A2                                                                        | CUSIP: 46629DAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22996 | PA      | $19097.13     | 0.00%             | 2037-01-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                                                          | CHLMPC 5.58 10/20/35 144A                                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    312802 | PA      | $314613.47    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                                                   | VST 6.95 10/15/33 144A                                                                   | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4246468.20   | 0.16%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                                              | STACR 2026-DNA2 B1                                                                       | CUSIP: 35564UEP8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   4300000 | PA      | $4291937.50   | 0.16%             | 2046-03-26      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A                                                              | SFUEL 2025-AA A2                                                                         | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1977756 | PA      | $1980960.99   | 0.07%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM8                                                                                                        | OBX 2024-NQM8 A1                                                                         | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-O            | CORP              | US        |   1771133 | PA      | $1785934.91   | 0.07%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $4710.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 22 LTD                                                                                                         | ELM22 2023-1A D1R                                                                        | CUSIP: 29001YAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $743826.75    | 0.03%             | 2038-04-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ares European CLO XII Designated Activity Company                                                                          | ARESE 12A AR                                                                             | CUSIP: 000000000<br>LEI: 635400XCOLUI5RNVIZ11 | Long             | ABS-O            | CORP              | IE        |    186497 | PA      | $215382.19    | 0.01%             | 2032-04-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| DRYDEN 54 SENIOR LOAN FUND                                                                                                 | DRSLF 2017-54A AR                                                                        | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |     50161 | PA      | $50148.41     | 0.00%             | 2029-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-2068.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | GBP/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $918.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                                      | AAL 3.15 02/15/32 AA                                                                     | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134885 | PA      | $125602.91    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                                                                    | FWDGHD 5.836 09/22/35 144A                                                               | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    395000 | PA      | $392549.34    | 0.01%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Sirius Real Estate Ltd.                                                                                                    | SRELN 1.125 06/22/26                                                                     | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |   2400000 | PA      | $2761670.42   | 0.10%             | 2026-06-22      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                                                                  | BANCO V7.95 PERP 144A                                                                    | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | NUSS              | CL        |    380000 | PA      | $400356.60    | 0.01%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | JPY/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1375.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corporation Pte Ltd.                                                                                | EQIX 4.4 03/15/31                                                                        | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |   3800000 | PA      | $3721420.94   | 0.14%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                                               | T 0.5 10/31/27                                                                           | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13200000 | PA      | $12529945.56  | 0.46%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V5.9 03/13/47                                                                         | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1688115.42   | 0.06%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.                                                                                                 | BABA 2.7 02/09/41                                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $194859.27    | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                                           | UCGIM V7.5 PERP                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $696928.83    | 0.03%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGUATE TRUST 2.0                                                                                                        | EGUATE 6.35 09/15/35 144A                                                                | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |    520000 | PA      | $510045.12    | 0.02%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                                                  | USD/AUD FORWARD                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $343080.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                                           | NTT 4.62 07/16/28 144A                                                                   | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $401585.96    | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | ZAR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2543.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                                                         | DPABS 2019-1A A2                                                                         | CUSIP: 25755TAL4<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |   6240000 | PA      | $5991890.11   | 0.22%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FHR 3289 SA                                                                              | CUSIP: 31397FPF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    116204 | PA      | $9430.98      | 0.00%             | 2037-03-15      | Floating      | 2.96%                 | No            |                  3 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS CAD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1008.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                                                   | HCA 3.5 09/01/30                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4274770.50   | 0.16%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                                             | PLD 4.2 02/15/33                                                                         | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $931475.09    | 0.03%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                                       | GM 5.6 06/18/31                                                                          | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    478000 | PA      | $489370.23    | 0.02%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | INR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29410.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                                       | CLF 7 03/15/32 144A                                                                      | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1811660.30   | 0.07%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                                                                 | LDOS 5.4 03/15/32                                                                        | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    735000 | PA      | $750307.92    | 0.03%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Inretail Shopping Malls                                                                                                    | INRSHM 5.65 10/16/32 144A                                                                | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |    490000 | PA      | $477015.00    | 0.02%             | 2032-10-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V5.819 09/15/29                                                                      | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $2000504.11   | 0.07%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 725705                                                                                | CUSIP: 31402DGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4500 | PA      | $4530.13      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                                                             | BANK 2017-BNK7 A5                                                                        | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1120000 | PA      | $1102707.87   | 0.04%             | 2060-09-17      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                                                                    | RAIZBZ 6.25 07/08/32 144A                                                                | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    565000 | PA      | $313575.00    | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                                           | DB V3.547 09/18/31                                                                       | CUSIP: 251526CD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1410638.55   | 0.05%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1                                                                            | WFCM 2016-BNK1 A3                                                                        | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-O            | CORP              | US        |   1220000 | PA      | $1212978.29   | 0.04%             | 2049-08-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNW 2004-W11 1A2                                                                         | CUSIP: 31394AB47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     14893 | PA      | $15263.95     | 0.00%             | 2044-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                                                           | OLN 6.625 04/01/33 144A                                                                  | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   3574000 | PA      | $3500646.87   | 0.13%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PT Freeport Indonesia                                                                                                      | FRIDPT 5.315 04/14/32 144A                                                               | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    335000 | PA      | $333443.82    | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                                               | MAR 5.1 05/01/38                                                                         | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951110.50    | 0.04%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 MORTGAGE TRUST                                                                                                 | CD 2017-CD6 B                                                                            | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $416580.52    | 0.02%             | 2050-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                                                 | SOAF 4.85 09/30/29 10Y                                                                   | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   3000000 | PA      | $2943819.30   | 0.11%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Receivables Series 2024-B                                                                        | NMOTR 2024-B A                                                                           | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8054845.60   | 0.30%             | 2029-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS CAD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $2241.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2011-H23 FA                                                                          | CUSIP: 38375BNQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    328361 | PA      | $329082.19    | 0.01%             | 2061-10-20      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2014-2                                                                                          | JPMMT 2014-2 B2                                                                          | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-O            | CORP              | US        |     21186 | PA      | $20708.30     | 0.00%             | 2029-06-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS BOEING CO/THE                                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $23332.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                                            | SANUK V3.823 11/03/28                                                                    | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3159922.56   | 0.12%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-5651.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                                               | PEMEX 5.95 01/28/31                                                                      | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $574108.80    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                                           | MRK 4.15 03/15/31                                                                        | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2398698.21   | 0.09%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                                                                   | AZURGY 8.125 01/23/30 144A                                                               | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    345000 | PA      | $349753.03    | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                                                    | ARGENT 1 07/09/29                                                                        | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     22283 | PA      | $19587.96     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                                                  | IVYCST 6.125 06/15/33 144A                                                               | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    430000 | PA      | $406152.54    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                                               | T 3.625 09/30/30                                                                         | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9775000 | PA      | $9654148.74   | 0.36%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                                                                                     | GA MELPWR 6.66 04/01/2057                                                                | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   1663000 | PA      | $1796289.45   | 0.07%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1                                                                                | PILOT 2024-1A A3                                                                         | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3458535 | PA      | $3464848.16   | 0.13%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                                                | 10-Year T-Note Options                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -11 | NC      | $-3953.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CWABS ASSET BACKED CERTIFICATES SERIES 2003-1                                                                              | CWL 2004-3 2A                                                                            | CUSIP: 1266714M5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20796 | PA      | $20319.62     | 0.00%             | 2034-08-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                                                | COF V4.722 01/30/32                                                                      | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1280644.43   | 0.05%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GSamp Trust                                                                                                                | GSAMP 2006-FM3 A2D                                                                       | CUSIP: 36245TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    668475 | PA      | $306687.51    | 0.01%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V4.898 01/22/37                                                                      | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $709692.06    | 0.03%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dragon Buyer Inc.                                                                                                          | DRAGON BUYER INC                                                                         | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   1394410 | PA      | $1331661.12   | 0.05%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                                           | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-115588.55   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                                                     | STANLN V5.005 10/15/30 144A                                                              | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1109918.81   | 0.04%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                                                                            | GNR 2025-204 FH                                                                          | CUSIP: 38385KEJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    986924 | PA      | $989333.99    | 0.04%             | 2055-12-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE CLASS A1 144A                                                                                             | PROJECT CASHMERE CLASS A1 144A                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |  20500000 | PA      | $14143975.00  | 0.52%             | 2057-12-30      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| TD Synnex Corp                                                                                                             | SNX 2.375 08/09/28                                                                       | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    800000 | PA      | $759673.92    | 0.03%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding S.a r.l.                                                                                           | PRIOBZ 6.75 10/15/30 144A                                                                | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    420000 | PA      | $409080.00    | 0.02%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | USD/INR FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-15731.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                                         | TMUS 3.3 02/15/51                                                                        | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $982603.65    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                                                                     | RDKRE 2 10/01/53 28S                                                                     | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.12         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN AT2127                                                                                | CUSIP: 3138WPLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310800 | PA      | $284532.92    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V3.974 02/07/30 MTN                                                                  | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6806613.33   | 0.25%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4628                                                                                | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1689593 | PA      | $1597333.99   | 0.06%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Trust                                                                                                        | Goldman Sachs Financial Square Government Fund                                           | CUSIP: 38141W273<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |   2550000 | NS      | $2550000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sequoia Mortgage Trust 2007-1                                                                                              | SEMT 2007-1 4A1                                                                          | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    149296 | PA      | $97400.23     | 0.00%             | 2046-09-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                                             | BNP V1.904 09/30/28 144A                                                                 | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $1730781.90   | 0.06%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Morocco (Kingdom of)                                                                                                       | MOROC 4 12/15/50 REGS                                                                    | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $137689.86    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                                                 | ACGCAP 4.875 01/28/33 144A                                                               | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3381815.85   | 0.12%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                                                    | FR SD7556                                                                                | CUSIP: 3132DVMD4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   3198822 | PA      | $2848399.93   | 0.10%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                               | UBS V4.194 04/01/31 144A                                                                 | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2500000 | PA      | $2446673.00   | 0.09%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                                              | NGERIA 8.6308 01/13/36 REGS                                                              | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    261000 | PA      | $272126.93    | 0.01%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                                                        | CHILE 2.55 01/27/32                                                                      | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    246000 | PA      | $218192.16    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                               | UBS V5.01 03/23/37 144A                                                                  | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1890000 | PA      | $1828468.59   | 0.07%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                                               | TII 1.875 07/15/34                                                                       | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5701025 | PA      | $5731218.20   | 0.21%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B33 MORTGAGE TRUST                                                                                          | BMARK 2022-B33 C                                                                         | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $712473.75    | 0.03%             | 2055-03-17      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2015-1                                                                                              | SEMT 2015-1 B2                                                                           | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-O            | CORP              | US        |     72234 | PA      | $70361.58     | 0.00%             | 2045-01-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                                                   | CE 6.75 04/15/33                                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1289400.68   | 0.05%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                                                                              | SOBKCO 4.699 07/09/30 144A                                                               | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |   2445000 | PA      | $2431565.95   | 0.09%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                                                                            | JPMMT 2016-4 B1                                                                          | CUSIP: 46647JAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129474 | PA      | $122500.85    | 0.00%             | 2046-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 255895                                                                                | CUSIP: 31371MGC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28775 | PA      | $28478.09     | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                                                                   | ADQABU 5.5 05/08/34 144A                                                                 | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | NUSS              | AE        |   1500000 | PA      | $1519963.35   | 0.06%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4653                                                                                | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11213192 | PA      | $9869975.38   | 0.36%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte SA Cayman Islands Branch                                                                         | BANORT V7.5 PERP 144A                                                                    | CUSIP: 05971PAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    445000 | PA      | $445250.62    | 0.02%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                                                             | EU 2.875 10/05/29 UFA                                                                    | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | BE        |   9900000 | PA      | $11442291.36  | 0.42%             | 2029-10-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                                     | FHR 5508 FB                                                                              | CUSIP: 3137HJGE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1111367 | PA      | $1113029.65   | 0.04%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HCLV MORTGAGE TRUST                                                                                              | COMM 2018-HCLV A                                                                         | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900000 | PA      | $2730099.15   | 0.10%             | 2033-09-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                                             | INTNED V5.55 03/19/35                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4064452.40   | 0.15%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                                           | CFELEC 6.5 01/28/51 144A                                                                 | CUSIP: 200447AR1<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    425000 | PA      | $410125.00    | 0.02%             | 2051-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                                          | CCI 2.25 01/15/31                                                                        | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4417792.00   | 0.16%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2018-2 DAC                                                                                           | BCCE 2018-2A AR                                                                          | CUSIP: 000000000<br>LEI: 635400CJJQJHYAMATG34 | Long             | ABS-O            | CORP              | IE        |     84972 | PA      | $98186.27     | 0.00%             | 2032-01-20      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FM4386                                                                                | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209553 | PA      | $211776.93    | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSFB ADJUSTABLE RATE MORTGAGE TRUST 2006-2                                                                                 | ARMT 2006-2 1A4                                                                          | CUSIP: 007034BN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216011 | PA      | $186358.81    | 0.01%             | 2036-05-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                                                               | CARGIL 4.125 10/23/30 144A                                                               | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1158328.75   | 0.04%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX                                                                                                                | TX HOUFAC 5.5 09/01/2058                                                                 | CUSIP: 44237NMU3<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |    430000 | PA      | $456741.70    | 0.02%             | 2058-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                                                     | EXR 5.4 02/01/34                                                                         | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2360175.71   | 0.09%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-HY1 TRUST                                           | WAMU 2007-HY1 3A3                                                                        | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83757 | PA      | $72808.12     | 0.00%             | 2037-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                                                         | IRM 5.25 07/15/30 144A                                                                   | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    661000 | PA      | $642579.38    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | CAS 2025-R03 2M1                                                                         | CUSIP: 20754VAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    912432 | PA      | $914617.36    | 0.03%             | 2045-03-27      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Cf 2019-Cf3 Mortgage Trust                                                                                                 | CF 2019-CF3 A4                                                                           | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $748461.76    | 0.03%             | 2053-01-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                                                                          | CIXCN 4.625 12/12/31 144a                                                                | CUSIP: 000000000<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $926161.50    | 0.03%             | 2031-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                                           | Three-Month SOFR Futures, Jun-2026,ETH                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       169 | NC      | $-84516.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS GENERAL MOTORS CO                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $8521.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                                            | CVS 5.45 09/15/35                                                                        | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1466202.66   | 0.05%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING II LTD                                                                                                | MDPK 2018-27A D1R                                                                        | CUSIP: 55820YAW7<br>LEI: 549300Z310EWX0EQ8310 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $822278.10    | 0.03%             | 2038-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                                               | SRILAN 3.6 05/15/36 144A                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     39091 | PA      | $34947.33     | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                                                    | VW 4.95 03/25/27 144A                                                                    | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602566.98    | 0.02%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                                                 | CDS UNITED MEXICAN STATES                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-3811.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                                                 | OKE 4.35 03/15/29                                                                        | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1491317.10   | 0.05%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                                                                       | BAYNGR 6.5 11/21/33 144A                                                                 | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $425540.48    | 0.02%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V6.254 10/23/34                                                                      | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $3162083.78   | 0.12%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-5                                                                                           | TPMT 2024-5 A1A                                                                          | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3134648 | PA      | $3107424.28   | 0.11%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                                                  | IVYCST 8.075 04/01/36 144A                                                               | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    400000 | PA      | $407807.40    | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                                                               | CWL 2006-26 2A4                                                                          | CUSIP: 12668HAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566033 | PA      | $557535.86    | 0.02%             | 2037-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                                                           | SANLTD 2.3 03/08/27                                                                      | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195330.44    | 0.01%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS ITRAXX.EU.44.V1                                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1558.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                                                                                                      | ALDAR V5.875 04/14/56 144A                                                               | CUSIP: 013917AA7<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |    450000 | PA      | $414013.28    | 0.02%             | 2056-04-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                                           | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $175292.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                                               | T 4.125 02/15/36                                                                         | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 127315000 | PA      | $125335646.43 | 4.61%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Azorra                                                                                                                     | Azorra Term Loan B 250 2029-10-01                                                        | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | US        |    694719 | PA      | $696890.34    | 0.03%             | 2029-10-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                                              | OMF 7.125 09/15/32                                                                       | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2731514.73   | 0.10%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Harvest CLO XVI Designated Activity Company                                                                                | HARVT 16A AR3                                                                            | CUSIP: 000000000<br>LEI: 635400HU8ASOJYEX2I14 | Long             | ABS-O            | CORP              | IE        |    720000 | PA      | $831993.96    | 0.03%             | 2038-10-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                                                        | GHANA 5 07/03/29 144A                                                                    | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     79328 | PA      | $75833.19     | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                                                       | ANGOL 8.25 05/09/28 REGS                                                                 | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $403871.64    | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                                              | USB V6.787 10/26/27                                                                      | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    720000 | PA      | $729659.88    | 0.03%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Azerbaijan (Republic of)                                                                                                   | AZERBJ 3.5 09/01/32 144A                                                                 | CUSIP: 000000000<br>LEI: 7890009G02BUL1M3LS88 | Long             | DBT              | NUSS              | AZ        |    325000 | PA      | $299834.92    | 0.01%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                                         | TMUS 3.875 04/15/30                                                                      | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1071556.42   | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                                              | MPEL 7.625 04/17/32 144A                                                                 | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    415000 | PA      | $421484.54    | 0.02%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Mutual Of Omaha Cps Global Funding                                                                                         | MUTOMA 4.546 01/13/31 144A                                                               | CUSIP: 62829D2H2<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1927903.97   | 0.07%             | 2031-01-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                                          | PNC V6.875 10/20/34                                                                      | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1817887.36   | 0.07%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                                                  | RTX 4.625 11/16/48                                                                       | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    805000 | PA      | $685818.22    | 0.03%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                                                                       | CROSIN 6.5 10/01/30 144A                                                                 | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3908000 | PA      | $3729750.65   | 0.14%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO X Designated Activity Co.                                                                                 | CFOUR 10A A                                                                              | CUSIP: 000000000<br>LEI: 254900PXJCJG50SO9P20 | Long             | ABS-O            | CORP              | IE        |   1000000 | PA      | $1155515.96   | 0.04%             | 2038-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2016-1                                                                                | AAL 3.575 01/15/28 AA                                                                    | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383740 | PA      | $378366.40    | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V5.14 01/24/31                                                                       | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    434000 | PA      | $442039.29    | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V2.963 01/25/33                                                                      | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453791.80    | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel                                                                                         | BFCM 4.541 01/15/31 144A                                                                 | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1750000 | PA      | $1726578.18   | 0.06%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                                                   | HCA 5.25 03/01/30                                                                        | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2042370.60   | 0.08%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                                                      | ROMANI 7.125 01/17/33 REGS                                                               | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    276000 | PA      | $288967.56    | 0.01%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Boston Gas Company                                                                                                         | NGGLN 3.757 03/16/32 144A                                                                | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469071.80    | 0.02%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                                                        | VICI 5.75 02/01/27 144A                                                                  | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145858.75    | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | CHF/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2841.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mtg Loan Trust                                                                                                         | GSR 2007-AR1 2A1                                                                         | CUSIP: 362290AC2<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    306497 | PA      | $160089.53    | 0.01%             | 2037-03-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                         | SANTAN V4.175 03/24/28                                                                   | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1194918.84   | 0.04%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Henneman Trust                                                                                                             | GL 6.58 05/15/55 144A                                                                    | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $734181.66    | 0.03%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 2 02/15/50                                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $9318750.40   | 0.34%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | KRW/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21459.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                                              | NGERIA 7.143 02/23/30 REGS                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $201871.64    | 0.01%             | 2030-02-23      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                         | ET 5.5 06/01/27 *                                                                        | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3230323.20   | 0.12%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN CB4917                                                                                | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4201788 | PA      | $4248230.76   | 0.16%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC                                                                                       | MLMI 2004-A1 2A2                                                                         | CUSIP: 59020UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       932 | PA      | $890.59       | 0.00%             | 2034-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-87707.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-52134.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA2                                                                                    | STACR 2025-DNA2 M2                                                                       | CUSIP: 35564NJA2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-O            | USGSE             | US        |   1115000 | PA      | $1115702.45   | 0.04%             | 2045-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Kingston Airport Revenue Finance Ltd.                                                                                      | KINAIR 6.75 12/15/36 144A                                                                | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |    950000 | PA      | $945250.00    | 0.03%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2025-I LTD                                                                                                    | CIFC 2025-1A D1                                                                          | CUSIP: 12572VAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $832134.70    | 0.03%             | 2038-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                                                                           | TPMT 2019-4 A1                                                                           | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3001636 | PA      | $2885027.78   | 0.11%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1869.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | ZAR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8584.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-7                                                                                   | CHASE 2024-7 A11                                                                         | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2040362 | PA      | $2052109.84   | 0.08%             | 2055-06-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST 2026-225L                                                                                             | LBTY 2026-225L A                                                                         | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3651769.02   | 0.13%             | 2031-02-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNMA-30YR                                                                                | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  79400000 | PA      | $78208507.72  | 2.88%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FWD Group Holdings Ltd.                                                                                                    | FWDGHD 5.252 09/22/30 144A                                                               | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $249166.50    | 0.01%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | THB/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3897.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                                          | BK V4.942 02/11/31                                                                       | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1489671.54   | 0.05%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | SGD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $69.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                                                           | VEDLN 9.125 10/15/32 144A                                                                | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $412834.37    | 0.02%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                                                                    | NYKRE 2 10/01/53 01E*                                                                    | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.08         | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 15 LTD                                                                                                           | AIMCO 2021-15A D1R                                                                       | CUSIP: 00889BAH4<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $741424.50    | 0.03%             | 2038-04-17      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                                             | NSANY 2.45 09/15/28 144A                                                                 | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274402.41    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES TRUST 2006-M1                                                                                            | ARSI 2006-M1 A2C                                                                         | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1018978 | PA      | $271364.18    | 0.01%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Future Retail Ltd.                                                                                                         | FRETAI 5.6 01/22/25 144A                                                                 | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |    565000 | PA      | $1418.15      | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                                                      | TRGP 4.2 02/01/33                                                                        | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $284168.16    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                                                  | ORAFP 4.75 01/13/33 144A                                                                 | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1430000 | PA      | $1414530.40   | 0.05%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                               | UBS V0.25 11/05/28 EMTN                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1101623.40   | 0.04%             | 2028-11-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                                               | OCINCC 6.6 09/15/29                                                                      | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3538000 | PA      | $3526298.42   | 0.13%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                                          | WFC V5.15 04/23/31                                                                       | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127158.85    | 0.00%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NBK SPC Ltd.                                                                                                               | NTBKKK V1.625 09/15/27 144A                                                              | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |    400000 | PA      | $394276.32    | 0.01%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                                              | F 6.532 03/19/32                                                                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1812150.74   | 0.07%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                                                                                           | Fidelity Colchester Street Trust MNY MRKT FDS I                                          | CUSIP: 316175108<br>LEI: 549300SHPEJB1OPRCV46 | Long             | STIV             | RF                | US        |   2550000 | NS      | $2550000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                                                                          | Euro(FGBL) Bund Futures                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |      -116 | NC      | $449099.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Romania (Republic Of)                                                                                                      | ROMANI 6 09/24/44 144A                                                                   | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    137000 | PA      | $145885.28    | 0.01%             | 2044-09-24      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-39381.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                                                                                    | BG 4.2 09/17/29                                                                          | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2902902.77   | 0.11%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | MXN/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13398.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                                                                            | JPMMT 2016-4 B2                                                                          | CUSIP: 46647JBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236232 | PA      | $222731.79    | 0.01%             | 2046-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                                          | PNC V5.575 01/29/36                                                                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1000833.72   | 0.04%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR SD8199                                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4440943 | PA      | $3597345.51   | 0.13%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                                               | SRILAN 3.6 06/15/35 144A                                                                 | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     54712 | PA      | $41445.84     | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $39543.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                                                                               | MALT 2004-5 6A1                                                                          | CUSIP: 576434RL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6805 | PA      | $6987.78      | 0.00%             | 2034-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 5 05/15/45                                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6445000 | PA      | $6530597.98   | 0.24%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                                                 | AMGN 2.2 02/21/27                                                                        | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3240573.27   | 0.12%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                                           | AMZN 4.875 03/13/36                                                                      | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1214308.94   | 0.04%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                                                      | JGB 2.4 03/20/55 86                                                                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 271000000 | PA      | $1320336.32   | 0.05%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Adani Ports And Special Economic Zone Ltd.                                                                                 | ADSEZ 3.1 02/02/31 144A                                                                  | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    400000 | PA      | $351685.16    | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                                              | F 2.7 08/10/26                                                                           | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694903.37    | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2017-3 DAC                                                                                                | CGMSE 2017-3A A1R                                                                        | CUSIP: 000000000<br>LEI: 6354002X9OAWDIJSMW67 | Long             | ABS-O            | CORP              | IE        |    231848 | PA      | $267915.01    | 0.01%             | 2031-01-15      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN CB3298                                                                                | CUSIP: 3140QNUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51928 | PA      | $44259.94     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cd 2019-Cd8 Mortgage Trust                                                                                                 | CD 2019-CD8 A4                                                                           | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4575000 | PA      | $4290887.93   | 0.16%             | 2057-08-17      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V6.407 11/01/29                                                                       | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1762015.93   | 0.06%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 869926                                                                                | CUSIP: 31409FPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14263 | PA      | $14897.34     | 0.00%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K71 MORTGAGE TRUST                                                                                              | FREMF 2017-K71 B                                                                         | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    470000 | PA      | $461477.40    | 0.02%             | 2050-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd.                                                                                          | OCBCSP V4.55 09/08/35 144A                                                               | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    795000 | PA      | $785467.31    | 0.03%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                                                                         | Long Gilt Future - ICEU                                                                  | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |        21 | NC      | $-142054.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Standard Building Solutions (Standard Industries)                                                                          | Standard Building Solutions (Standard Industries) Term Loan B 200 2028-09-01             | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329298 | PA      | $329486.70    | 0.01%             | 2028-09-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL/Connect US Finco LLC                                                                                    | ISATLN 9 09/15/29 144A                                                                   | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | LU        |   2985000 | PA      | $3139593.15   | 0.12%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp./Cyprium Holdings Luxembourg S.a r.l.                                                                         | VGNT 6.125 04/15/31 144A                                                                 | CUSIP: 23292NAA6<br>LEI: 254900V7LN9S9W17X250 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3523351.89   | 0.13%             | 2031-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                                                      | ECUA 8.75 01/29/34 144A                                                                  | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    500000 | PA      | $491250.00    | 0.02%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA4                                                                                    | STACR 2025-DNA4 M2                                                                       | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-O            | USGSE             | US        |   5500000 | PA      | $5496590.00   | 0.20%             | 2045-10-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                                                             | USB V4.73 05/15/28                                                                       | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1490726.90   | 0.05%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | BRL/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-112253.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V4.369 10/21/31 .                                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2128175.85   | 0.08%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS                                                                                                        | WI PUBTRN 6.5 12/31/2065                                                                 | CUSIP: 74448UAC2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2375000 | PA      | $2593452.50   | 0.10%             | 2065-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/THB FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $36763.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLT 2024-3 MORTGAGE LOAN TRUST                                                                                            | COLT 2024-3 A1                                                                           | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-O            | CORP              | US        |   1804318 | PA      | $1821209.29   | 0.07%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | IDR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3347.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2021-1A                                                                               | AAL 2.875 07/11/34 A                                                                     | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81232 | PA      | $72583.69     | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | AUD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $15312.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                                             | SNX 2.65 08/09/31                                                                        | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1066809.36   | 0.04%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                                                | PFE 4.2 11/15/30                                                                         | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    825000 | PA      | $819495.60    | 0.03%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR SD8492                                                                                | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3965862 | PA      | $3914153.55   | 0.14%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                                      | KRW CALL VERSUS USD PUT                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   2044754 | NC      | $6095.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                                                            | LLY 4.55 10/15/32                                                                        | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    567000 | PA      | $567428.20    | 0.02%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                                             | MEX 5.85 07/02/32                                                                        | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    600000 | PA      | $602910.00    | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 835751                                                                                | CUSIP: 31407NQC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25813 | PA      | $25547.16     | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | MXN/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9349.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 3.125 05/15/48                                                                         | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1490000 | PA      | $1121748.88   | 0.04%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                                                      | SO 4.7 05/15/32                                                                          | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3203263.36   | 0.12%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Logicor Financing S.a r.l.                                                                                                 | LOGICR 3.25 11/13/28 EMTN                                                                | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |   3400000 | PA      | $3903812.47   | 0.14%             | 2028-11-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                                                | 5-Year T-Note Futures, Jun-2026,ETH                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      2785 | NC      | $-4228220.09  | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co.                                                                                                          | WFC V4.96 01/23/37                                                                       | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    965000 | PA      | $940406.98    | 0.03%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                                                                       | BAYNGR 6.25 01/21/29 144A                                                                | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207764.74    | 0.01%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JSW Hydro Energy Ltd.                                                                                                      | HBSPIN 4.125 05/18/31 144A                                                               | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |    368350 | PA      | $337421.68    | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FM8162                                                                                | CUSIP: 3140XCB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985566 | PA      | $845644.59    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | PEN/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $64514.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                                                                         | Three Month SONIA - ICEU                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       186 | NC      | $85937.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN AA4369                                                                                | CUSIP: 31416M2B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74548 | PA      | $73777.66     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Euro-Galaxy III Clo Designated Activity Company                                                                            | EGLXY 2013-3A ARRR                                                                       | CUSIP: 000000000<br>LEI: 635400H1W7SGWXGQOB43 | Long             | ABS-O            | CORP              | IE        |   3422316 | PA      | $3949584.55   | 0.15%             | 2034-04-24      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN MA3563                                                                                | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30989 | PA      | $29600.13     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | CAD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-29441.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | USD/THB FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $16.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | MXN/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $17612.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                                                  | EUR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $530.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                                             | C 3.2 10/21/26                                                                           | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994615.70    | 0.04%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                                                      | ECUA 9.25 01/29/39 144A                                                                  | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    935000 | PA      | $918637.50    | 0.03%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1568.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2-30YR-Multi                                                                            | CUSIP: 21H040640<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $5619457.20   | 0.21%             | 2056-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL HONG KONG BRANCH                                                                                          | BBLTB 4.507 11/26/30 144A                                                                | CUSIP: 059895AY8<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    440000 | PA      | $436338.58    | 0.02%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C2                                                                         | JPMDB 2016-C2 A4                                                                         | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    933282 | PA      | $930723.00    | 0.03%             | 2049-06-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Irrevocable 1721 Banco Actinver Sa Institucion DE Banca Multiple Grupo Financiero Actinver Division Fiduciaria | FIBRAP 5.5 11/26/35 144A                                                                 | CUSIP: 31575KAA3<br>LEI: 549300JMTSVQ6LKX5222 | Long             | DBT              | CORP              | MX        |    645000 | PA      | $623825.94    | 0.02%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-4                                                                                            | JPMMT 2015-4 B1                                                                          | CUSIP: 46644VBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282251 | PA      | $262818.12    | 0.01%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-RPL1                                                                                | CHASE 2024-RPL1 A1A                                                                      | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1529538 | PA      | $1350476.89   | 0.05%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                                                                   | AFDB V5.875 PERP .                                                                       | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $195871.74    | 0.01%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                                                                  | EUR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8678.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/EUR FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1401312.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4563                                                                                | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11597669 | PA      | $9814492.96   | 0.36%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                                                     | COLOM 6.5 01/21/33                                                                       | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    700000 | PA      | $686350.00    | 0.03%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                                                                           | NSLT 2026-A A1A                                                                          | CUSIP: 64032UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3260822 | PA      | $3216796.36   | 0.12%             | 2061-02-21      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 2.875 05/15/43                                                                         | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $1690390.68   | 0.06%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | ILS/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6134.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B20 MORTGAGE TRUST                                                                                          | BMARK 2020-B20 A5                                                                        | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $4636300.73   | 0.17%             | 2053-10-20      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/ILS FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3677.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                                                                       | EIX 5.25 03/15/32                                                                        | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297191.19    | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                                               | T 4 02/15/34                                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $986562.50    | 0.04%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                                               | ORCL 5.875 09/26/45                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3039104.64   | 0.11%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Axis Bank Ltd.                                                                                                             | AXSBIN V4.1 PERP REGS                                                                    | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |    545000 | PA      | $538584.70    | 0.02%             | N/A             | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4732                                                                                | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3961845 | PA      | $3754943.64   | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                                                           | EMBRBZ 5.4 01/09/38                                                                      | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    450000 | PA      | $430483.50    | 0.02%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                                                            | NDAFH V6.75 PERP 144A                                                                    | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1020000 | PA      | $1017583.21   | 0.04%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 1.875 11/15/51                                                                         | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $2803206.84   | 0.10%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                                              | ENBCN 5.7 03/08/33                                                                       | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5181310.00   | 0.19%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-B                                                                                        | FORDO 2024-B A3                                                                          | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2796581 | PA      | $2818300.72   | 0.10%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                                          | HLT 3.625 02/15/32 144A                                                                  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $636755.07    | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                                                                                     | CRVNA 2024-P2 A3                                                                         | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2934800 | PA      | $2954089.59   | 0.11%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V4.851 07/25/28                                                                      | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1407177.66   | 0.05%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C4                                                                         | JPMDB 2016-C4 A3                                                                         | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1065000 | PA      | $1053358.70   | 0.04%             | 2049-12-17      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                                                 | OKE 5.7 11/01/54                                                                         | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    960000 | PA      | $876594.82    | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2025-1 Designated Activity Co.                                                         | PSTET 2025-1A A                                                                          | CUSIP: 000000000<br>LEI: 254900YQGLL0XDHT7334 | Long             | ABS-O            | CORP              | IE        |   1335182 | PA      | $1542874.60   | 0.06%             | 2034-10-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                                               | MEXPCP 5.5 08/17/30 144A                                                                 | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   3700000 | PA      | $3724050.00   | 0.14%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | CAD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $428564.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS BOEING CO/THE                                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1460.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FHMS X3FX A2FX                                                                           | CUSIP: 3137F5LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    880849 | PA      | $872567.57    | 0.03%             | 2027-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE TRUST 2004-W15                                                                                                  | FNW 2004-W15 1A1                                                                         | CUSIP: 31394BZ64<br>LEI: 549300KIT83OL5QXFU28 | Long             | ABS-O            | USGSE             | US        |      8195 | PA      | $8360.60      | 0.00%             | 2044-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                                    | HILCRP 6.25 04/15/32 144A                                                                | CUSIP: 431318AZ7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    675000 | PA      | $653763.49    | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TRUST                                                                                             | LBMLT 2006-7 1A                                                                          | CUSIP: 54251TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1972694 | PA      | $1020157.92   | 0.04%             | 2036-08-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                                                                    | BECN 6.75 04/30/32 144A                                                                  | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $673771.56    | 0.02%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 3 05/15/47                                                                             | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $669164.04    | 0.02%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Harvest Clo Xxi DAC                                                                                                        | HARVT 21A A2R                                                                            | CUSIP: 000000000<br>LEI: 635400UREZHY9PWJR290 | Long             | ABS-O            | CORP              | IE        |     84426 | PA      | $96095.59     | 0.00%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| HOUSTON TEX                                                                                                                | TX HOUFAC 5.5 09/01/2058                                                                 | CUSIP: 44237NMW9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    305000 | PA      | $321399.85    | 0.01%             | 2058-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MB0260                                                                                | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5584493 | PA      | $5686288.27   | 0.21%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide                                                                                                           | Hilton Worldwide Term Loan B-4 175 2030-11-01                                            | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |   1088891 | PA      | $1092236.88   | 0.04%             | 2030-11-08      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | USD/ZAR FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $468.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC                                                                                    | RAAC 2005-SP2 2A                                                                         | CUSIP: 76112BF54<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106718 | PA      | $99109.36     | 0.00%             | 2044-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS CDX.NA.HY.45.V1                                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1064404.07   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                                                 | BA 6.528 05/01/34                                                                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $544879.85    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                                                                | Midcontinent Communications Term Loan B 250 2031-07-30                                   | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |   1206625 | PA      | $1201346.02   | 0.04%             | 2031-08-18      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/INR FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $965.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNB Funding Ltd.                                                                                                           | SNBAB V6 06/24/35 EMTN                                                                   | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |    435000 | PA      | $431936.77    | 0.02%             | 2035-06-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                                                                    | RAIZBZ 6.95 03/05/54 144A                                                                | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    465000 | PA      | $245868.75    | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                                            | CVS 5.05 03/25/48                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1124723.16   | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $7416.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2009-2 SE                                                                            | CUSIP: 38375Y3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    544096 | PA      | $9486.69      | 0.00%             | 2039-01-20      | Floating      | 2.03%                 | No            |                  3 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                                                       | RPLDCI 6.581 05/30/49 144A                                                               | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14405027.00  | 0.53%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | USD/PEN FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $8840.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                                                    | VENZ 7.75 10/13/19                                                                       | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    370000 | PA      | $152625.00    | 0.01%             | 2019-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                                                             | WBD 5.141 03/15/52 *                                                                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     70000 | PA      | $42612.50     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                                                           | VMED 4.5 08/15/30 144A                                                                   | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $710102.88    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                                                             | SARM 2006-1 7A4                                                                          | CUSIP: 863579Q92<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27212 | PA      | $23420.33     | 0.00%             | 2036-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2015-H20 FB                                                                          | CUSIP: 38376RFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    210503 | PA      | $210598.08    | 0.01%             | 2065-08-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | JPY/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $21539.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN BQ9050                                                                                | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2391310 | PA      | $1963952.50   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                                                 | BA 6.388 05/01/31                                                                        | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1173442.82   | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Qazaqgaz National Co JSC                                                                                                   | KZTGKZ 4.375 09/26/27 144A                                                               | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    630000 | PA      | $625665.60    | 0.02%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                                          | WFC V5.198 01/23/30                                                                      | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2234783.98   | 0.08%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V2.947 02/24/28                                                                      | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1086316.77   | 0.04%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                                       | GM 5.75 02/08/31                                                                         | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4231884.29   | 0.16%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNR 2008-24 ZA                                                                           | CUSIP: 31397LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2382846 | PA      | $2404533.71   | 0.09%             | 2038-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN AB0513                                                                                | CUSIP: 31416VSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1368 | PA      | $1431.92      | 0.00%             | 2038-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                                                                         | 10-YEAR JGB TRADE FUTURE, JUN 2026                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |       -17 | NC      | $166229.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                                                                                                     | FANG 5.55 04/01/35                                                                       | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2744153.13   | 0.10%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS CAD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $10102.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                                          | SYY 5.1 09/23/30                                                                         | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907395.93    | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                                               | ORCL 4.7 09/27/34                                                                        | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $383489.69    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                                              | ENBCN V5.75 07/15/80 20-A                                                                | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    585000 | PA      | $584243.13    | 0.02%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                                                                     | CAN 3.25 12/01/34                                                                        | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |  10300000 | PA      | $7327875.06   | 0.27%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                                              | MPEL 5.75 07/21/28 REGS                                                                  | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195880.06    | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                                                           | UWMC 6.25 03/15/31 144A                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $811257.70    | 0.03%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                                    | BPCEGP V6.347 01/13/47 144A                                                              | CUSIP: 05571ABG9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1160000 | PA      | $1110957.98   | 0.04%             | 2047-01-13      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V5.387 02/02/41                                                                       | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3015532.73   | 0.11%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FG G60765                                                                                | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1708409 | PA      | $1544965.36   | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust                                                                                         | FFML 2006-FF5 2A3                                                                        | CUSIP: 32027EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358981 | PA      | $355117.20    | 0.01%             | 2036-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                                                   | JPMMT 2007-A1 6A1                                                                        | CUSIP: 46630GAX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19750 | PA      | $19159.29     | 0.00%             | 2035-07-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2004-1                                                                                             | FHLT 2004-B M1                                                                           | CUSIP: 35729PDQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1612819 | PA      | $1608273.78   | 0.06%             | 2034-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2004-5                                                                                              | SEMT 2004-5 A3                                                                           | CUSIP: 81744FCF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34893 | PA      | $33350.80     | 0.00%             | 2034-06-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Pedernales Electric Cooperative, Inc.                                                                                      | PEDELC 6.202 11/15/32 02-A                                                               | CUSIP: 705322AK1<br>LEI: 254900QPHJS1WKBQGE65 | Long             | DBT              | CORP              | US        |    423000 | PA      | $436034.45    | 0.02%             | 2032-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | INR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1249.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $12692.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                                                          | ADGLXY 2.16 03/31/34 144A                                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    639759 | PA      | $568129.71    | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                                                                            | MVFPSO 6.748 06/01/34 144A                                                               | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    416418 | PA      | $415880.99    | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 1.875 02/15/51                                                                         | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $1499765.76   | 0.06%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST MORTGAGE PASS THROUGH CERTIFICATES 2003-BC3                                         | SAIL 2003-BC2 M1                                                                         | CUSIP: 86358EAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15778 | PA      | $16308.28     | 0.00%             | 2033-04-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MOBILIARE LATAM SA / MOBILIARE LATAM MEXICO SA DE CV                                                                       | MOBLMC 6.75 11/10/32 144A                                                                | CUSIP: 60742RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    450000 | PA      | $448980.75    | 0.02%             | 2032-11-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4784                                                                                | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8367385 | PA      | $8116174.33   | 0.30%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jordan (Kingdom Of)                                                                                                        | JORDAN 5.75 11/12/32 144A                                                                | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    225000 | PA      | $216966.35    | 0.01%             | 2032-11-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Airport Authority Hong Kong                                                                                                | HKAA 4.875 07/15/30 144A                                                                 | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $206412.36    | 0.01%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/KRW FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-7 LTD                                                                                         | BCC 2021-7A A1R                                                                          | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3150000 | PA      | $3144109.50   | 0.12%             | 2035-01-22      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                                               | BRAZIL 6.625 03/15/35                                                                    | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $409560.00    | 0.02%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $1879313.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | CNY/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $199.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                                                       | SUMIBK 2.222 09/17/31                                                                    | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2300000 | PA      | $2014817.25   | 0.07%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURITIZATION CORP TRUST 2006-HE1                                                                               | HASC 2006-HE1 2A1                                                                        | CUSIP: 44328AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19404 | PA      | $6526.86      | 0.00%             | 2036-10-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                                                                    | STACR 2022-DNA1 M2                                                                       | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |   3000000 | PA      | $3022500.00   | 0.11%             | 2042-01-27      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V5.218 04/23/31                                                                       | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2680062.19   | 0.10%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                                                              | ADANEM 3.949 02/12/30 144A                                                               | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    245000 | PA      | $224251.71    | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Metropolitan Bank & Trust Co (Metrobank)                                                                                   | MBTPM 5.375 03/06/29 EMTN                                                                | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |    265000 | PA      | $270910.69    | 0.01%             | 2029-03-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                                      | AAL 3 10/15/28                                                                           | CUSIP: 023771R91<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745783 | PA      | $723416.01    | 0.03%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd.                                                                                                       | MUTHIN 6.375 03/02/30 144A                                                               | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |    705000 | PA      | $696811.92    | 0.03%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                                        | D 5 04/01/33                                                                             | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4025630.80   | 0.15%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                                                       | TURKEY 6.95 09/16/35                                                                     | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $287988.90    | 0.01%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FG A71059                                                                                | CUSIP: 3128L4E83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4266 | PA      | $4484.44      | 0.00%             | 2038-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/INR FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2150.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                                                                   | BIMBOA 6.4 01/15/34 144A                                                                 | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $277409.60    | 0.01%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                                               | BACR V4.972 05/16/29                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3018756.90   | 0.11%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 974634                                                                                | CUSIP: 31414SHK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31251 | PA      | $31560.70     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | USD/EUR FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $356908.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                                                             | BNCN 6.087 06/14/33                                                                      | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3965542.82   | 0.15%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                                                                     | RDKRE 1.5 10/01/53 23S                                                                   | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.08         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| CIT MORTGAGE LOAN TRUST 2007-1                                                                                             | CITM 2007-1 1M1                                                                          | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2166595 | PA      | $2196195.02   | 0.08%             | 2037-10-26      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CDW FINANCE CORP                                                                                                           | CDW 3.276 12/01/28                                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4143000 | PA      | $3982303.39   | 0.15%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                                                         | VICI 4.75 02/15/28                                                                       | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100128.16    | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS GBP                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-781748.29   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                                                  | EUR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |         1 | NC      | $102553.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MB0205                                                                                | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3982237 | PA      | $4012949.18   | 0.15%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2012-H29 SA                                                                          | CUSIP: 38375BZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    674359 | PA      | $674427.72    | 0.02%             | 2062-10-20      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | CAS 2025-R05 2M2                                                                         | CUSIP: 20753CAC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1280000 | PA      | $1283954.94   | 0.05%             | 2045-07-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-2                                                                                            | AOMT 2024-2 A1                                                                           | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-O            | CORP              | US        |    939997 | PA      | $943741.79    | 0.03%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | USD/THB FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1975.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                                           | FN FA3106                                                                                | CUSIP: 3140W3NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9443175 | PA      | $8027678.02   | 0.30%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                                                  | PDVSA 9.75 05/17/35 REGS                                                                 | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |    390000 | PA      | $162942.00    | 0.01%             | 2035-05-17      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                                                       | CAT 4.15 01/08/31                                                                        | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1045561.23   | 0.04%             | 2031-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                                                                  | ECPG 8.5 05/15/30 144A                                                                   | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423179.60    | 0.02%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                                               | T 4.25 11/15/34                                                                          | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7899228.17   | 0.29%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/ILS FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $39470.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                                           | IRS ZCS BRL                                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         1 | NC      | $-22964.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZAIS CLO 2020-16 LTD                                                                                                       | ZAIS 2020-16A A1R2                                                                       | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3696018.80   | 0.14%             | 2034-10-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK, NATIONAL ASSOCIATION                                                                                  | SWOP IRS EUR                                                                             | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DIR              | CORP              | US        |  -1200000 | NC      | $-145.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                                                               | CWL 2006-11 1AF6                                                                         | CUSIP: 12666TAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14627 | PA      | $13563.67     | 0.00%             | 2046-09-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                                                        | ABT 4.3 03/15/33                                                                         | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1678893.76   | 0.06%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA3                                                                                    | STACR 2025-DNA3 M2                                                                       | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-O            | USGSE             | US        |   1290000 | PA      | $1292962.10   | 0.05%             | 2045-09-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                                          | ISRAEL 5.375 02/19/30 5Y                                                                 | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1200000 | PA      | $1219228.44   | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2007-4                                                                                     | CWHL 2007-4 1A1                                                                          | CUSIP: 12544RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644824 | PA      | $249096.65    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNMA-30YR                                                                                | CUSIP: 01F062663<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 188500000 | PA      | $194805155.35 | 7.17%             | 2056-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ineos Styrolution Group Gmbh                                                                                               | STYRO 2.25 01/16/27 REGS                                                                 | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $339690.79    | 0.01%             | 2027-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN AH9410                                                                                | CUSIP: 3138ABN47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10531 | PA      | $10421.79     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                                                                     | WFC 5.254 12/11/26                                                                       | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2115500.73   | 0.08%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                                             | C V4.503 09/11/31                                                                        | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2086516.12   | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                                                   | EGYPT 8.7002 03/01/49 REGS                                                               | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $175672.70    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                                          | PNC V5.676 01/22/35                                                                      | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1121646.84   | 0.04%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V1.542 09/10/27                                                                       | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9350000 | PA      | $9229506.55   | 0.34%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | AUD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $112904.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                                               | AVOL 4.95 01/15/28 144A                                                                  | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1030000 | PA      | $1033860.54   | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                                                         | GASBCM 6.51 02/23/42 144A                                                                | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $570202.11    | 0.02%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                                                | 2-Year T-Note Futures, Jun-2026,ETH                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       406 | NC      | $-612609.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CROSS 2024-H3 MORTGAGE TRUST                                                                                               | CROSS 2024-H3 A1                                                                         | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2379404 | PA      | $2397257.03   | 0.09%             | 2069-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                                                        | BMW 4.75 03/21/28 144A                                                                   | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905241.60    | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jubilee CLO 2016-XVII Designated Activity Co.                                                                              | JUBIL 2016-17A A1RR                                                                      | CUSIP: 000000000<br>LEI: 635400JSFGFQPD2VOA16 | Long             | ABS-O            | CORP              | IE        |    587975 | PA      | $679105.94    | 0.03%             | 2031-04-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Tci-Symphony Clo 2017-1 Ltd                                                                                                | TSYMP 2017-1A AR                                                                         | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     49751 | PA      | $49738.68     | 0.00%             | 2030-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                                                            | BANK 2022-BNK39 B                                                                        | CUSIP: 06539VAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1353000 | PA      | $1185667.05   | 0.04%             | 2055-02-18      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS CDX.NA.IG.37.V1                                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $1798.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                                                               | PLNIJ 5.25 05/15/47 144A                                                                 | CUSIP: 71568PAD1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    415000 | PA      | $359558.49    | 0.01%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                                      | SWOP IRS USD                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |  -1000000 | NC      | $-965.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNR 2001-14 Z                                                                            | CUSIP: 31359SWU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       475 | PA      | $486.62       | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS GBP                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-194043.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                                                                                            | ICON PARENT INC                                                                          | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1261838 | PA      | $1212547.60   | 0.04%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                                                                                 | JP MORGAN SECURITIES LLC                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        | 284200000 | PA      | $284200000.00 | 10.46%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS NATWEST GROUP PLC                                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $82157.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/IDR FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2522.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V3.79 03/21/30                                                                        | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $5117935.48   | 0.19%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/CHF FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $48175.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                                     | SWOP IRS USD                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |   -200000 | NC      | $-102.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                                                         | HBAN V4.623 01/28/32                                                                     | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    945000 | PA      | $931496.52    | 0.03%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-112173.23   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-1                                                                           | NCHET 2005-1 M2                                                                          | CUSIP: 64352VKB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148524 | PA      | $149940.28    | 0.01%             | 2035-03-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                                                       | TURKEY 9.125 07/13/30                                                                    | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $218471.08    | 0.01%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                                             | MEX 6.125 02/09/38                                                                       | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $536662.50    | 0.02%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 2.75 08/15/42                                                                          | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $688570.29    | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                                               | NOVNVX 4.6 03/18/33                                                                      | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1289877.24   | 0.05%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Scotiabank Peru S.A.A.                                                                                                     | BNSPE V6.1 10/01/35 144A                                                                 | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    495000 | PA      | $505073.25    | 0.02%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bermuda (Government of)                                                                                                    | BERMUD 5 07/15/32 REGS                                                                   | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    255000 | PA      | $254745.00    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PT Hutama Karya (Persero)                                                                                                  | HAKAIJ 3.75 05/11/30 144A                                                                | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |    454000 | PA      | $430571.47    | 0.02%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dryden 52 Euro Clo 2017 Designated Activity Company                                                                        | DRYD 2017-52A AR                                                                         | CUSIP: 000000000<br>LEI: 635400V5VX7XDQVRNU55 | Long             | ABS-O            | CORP              | IE        |    853213 | PA      | $985368.69    | 0.04%             | 2034-05-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                                              | JEF 6.5 01/20/43                                                                         | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    880000 | PA      | $858392.66    | 0.03%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | USD/ILS FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14171.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                                        | SWOP IRS USD                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |    800000 | NC      | $1807.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                                                 | RCICN 5.3 02/15/34                                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2075000 | PA      | $2066712.66   | 0.08%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                                                            | WYNMAC 6.75 02/15/34 144A                                                                | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    685000 | PA      | $669124.17    | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                                               | AVOL 5.375 05/30/30 144A                                                                 | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    420000 | PA      | $424760.57    | 0.02%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V0.495 10/26/29                                                                       | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2144199.37   | 0.08%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                                        | CEG 3.9 01/08/28                                                                         | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    860000 | PA      | $853491.86    | 0.03%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                                                            | SKYMILES IP LTD                                                                          | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | US        |    137636 | PA      | $138410.62    | 0.01%             | 2028-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 761558                                                                                | CUSIP: 31403YB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5623 | PA      | $5651.63      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                                               | BRAZIL 7.125 05/13/54                                                                    | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    300000 | PA      | $295332.00    | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | BRL/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1438.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                                                       | ANGOL 9.125 11/26/49 REGS                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $174416.24    | 0.01%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                                                                         | LEXT 2026-450 A                                                                          | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6570000 | PA      | $6541256.25   | 0.24%             | 2043-03-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                                                                         | KMI 2.9 03/01/30 144A                                                                    | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3280505.20   | 0.12%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                                     | OCPMR 5.125 06/23/51 144A                                                                | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1005000 | PA      | $785234.14    | 0.03%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2015-3 LTD                                                                                                        | VOYA 2014-4A A1RA                                                                        | CUSIP: 92914RAY8<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |     45857 | PA      | $45845.59     | 0.00%             | 2031-07-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | USD/BRL FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-9671.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                                       | CHTR 2.8 04/01/31                                                                        | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3592202.00   | 0.13%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                                                      | JGB 2.3 12/20/54 85                                                                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 470000000 | PA      | $2240040.64   | 0.08%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | MXN/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-28892.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                                                       | NSANY 4.81 09/17/30 144A                                                                 | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $545362.32    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                                                                            | PFP 2024-11 A                                                                            | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1742286 | PA      | $1744946.78   | 0.06%             | 2039-09-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/BRL FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-182810.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Jp Morgan Mortgage Trust 2015-5                                                                                            | JPMMT 2015-5 B2                                                                          | CUSIP: 46644XBD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4838 | PA      | $4812.98      | 0.00%             | 2045-05-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                                                                  | TPG 4.875 05/15/31                                                                       | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1329618.95   | 0.05%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                                                 | RABOBK 3.75 07/21/26 BKNT                                                                | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1350000 | PA      | $1347133.82   | 0.05%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                                                  | VNOM 5.7 08/01/35                                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1310926.50   | 0.05%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN CB1272                                                                                | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1089335 | PA      | $893137.99    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                                                   | COSTAR 7 04/04/44 144A                                                                   | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $211542.00    | 0.01%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PT Cikarang Listrindo Tbk                                                                                                  | CIKLIS 5.65 03/12/35 144A                                                                | CUSIP: 74448QAA5<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |    610000 | PA      | $604451.93    | 0.02%             | 2035-03-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                                                | FMCN 6.375 02/15/36 144A                                                                 | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $409184.39    | 0.02%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Celestial Dynasty Ltd.                                                                                                     | CTFSHK 6.375 08/22/28                                                                    | CUSIP: 000000000<br>LEI: 254900A85ZVOMCLC2410 | Long             | DBT              | CORP              | VG        |    535000 | PA      | $527814.63    | 0.02%             | 2028-08-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                                                     | FABSJV 6.1 01/25/36                                                                      | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1567484.50   | 0.06%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS V5.656 04/18/30                                                                       | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1234652.76   | 0.05%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2024-1 Designated Activity Co.                                                         | PSTET 2024-1A AR                                                                         | CUSIP: 000000000<br>LEI: 254900S9D49Z2X16W073 | Long             | ABS-O            | CORP              | IE        |    238388 | PA      | $275457.67    | 0.01%             | 2033-08-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                                                   | LLOYDS V3.75 03/18/28                                                                    | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1390934.02   | 0.05%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS2660                                                                                | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13477087 | PA      | $11355054.00  | 0.42%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | USD/MXN FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4816.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNPP AM Euro CLO 2018 Designated Activity Company                                                                          | BNPAM 2018-1A AR                                                                         | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-O            | CORP              | IE        |    215056 | PA      | $247900.90    | 0.01%             | 2031-04-15      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA TEXAS BRANCH                                                                                                | BBVASM V8.125 01/08/39 144A                                                              | CUSIP: 07336UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $242372.14    | 0.01%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                                               | BACR V7.437 11/02/33                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3355828.80   | 0.12%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR QA4676                                                                                | CUSIP: 31346YFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1669839 | PA      | $1484432.99   | 0.05%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MB0619                                                                                | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9079148 | PA      | $8331027.62   | 0.31%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 1.625 11/15/50                                                                         | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13500000 | PA      | $7046366.85   | 0.26%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                                                    | SPG 2.65 02/01/32                                                                        | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    770000 | PA      | $687114.74    | 0.03%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R01                                                                               | CAS 2025-R01 1M2                                                                         | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    680000 | PA      | $679591.05    | 0.03%             | 2045-01-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                                             | ECOPET 5.875 11/02/51                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    535000 | PA      | $377196.51    | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B36 MORTGAGE TRUST                                                                                          | BMARK 2022-B36 A5                                                                        | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $774150.00    | 0.03%             | 2055-07-16      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| International Container Terminal Services Inc.                                                                             | ICTPM 4.75 06/17/30                                                                      | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | DBT              | CORP              | PH        |    245000 | PA      | $245765.38    | 0.01%             | 2030-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-4669.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | KRW/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1017.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Georgian Railway LLC                                                                                                       | GRAIL 4 06/17/28 REGS                                                                    | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    200000 | PA      | $189894.18    | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JTI Financial Services North America LLC                                                                                   | JTI Financial Services North America LLC 0% CP 04/05/2026                                | CUSIP: 48130PE44<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6750000 | PA      | $6726059.78   | 0.25%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 786329                                                                                | CUSIP: 3622AB4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2320209 | PA      | $2375488.63   | 0.09%             | 2049-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                                              | JEF 2.625 10/15/31                                                                       | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2547106.09   | 0.09%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS CAD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $22536.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                                                            | BANK 2022-BNK39 C                                                                        | CUSIP: 06539VBB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    797000 | PA      | $680005.26    | 0.03%             | 2055-02-18      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                                                                 | CZR 6.5 02/15/32 144A                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1889291.97   | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                                                         | EIX 5.25 03/15/30                                                                        | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    900000 | PA      | $914259.15    | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                          | HSBC V2.013 09/22/28                                                                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $3663979.38   | 0.13%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                         | ET 6.1 12/01/28                                                                          | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2760009.23   | 0.10%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $25812.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                             | BCRED 5.6 11/22/29                                                                       | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    920000 | PA      | $895389.54    | 0.03%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS0704                                                                                | CUSIP: 3140XFYA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2239895 | PA      | $2153531.76   | 0.08%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                                             | C V5.174 02/13/30                                                                        | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1929544.81   | 0.07%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN PLC                                                                                                         | AALLN 5.25 03/19/36 144A                                                                 | CUSIP: 034863BJ8<br>LEI: 549300S9XF92D1X8ME43 | Long             | DBT              | CORP              | GB        |   4585000 | PA      | $4485131.36   | 0.17%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/CNY FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1819.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jyske Realkredit A/S                                                                                                       | JYKRE 1.5 10/01/53 cce                                                                   | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.11         | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 4.75 05/15/55                                                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7530000 | PA      | $7334396.20   | 0.27%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNR 2024-38 FA                                                                           | CUSIP: 3136BR4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1315325 | PA      | $1319994.09   | 0.05%             | 2051-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V5.207 01/28/31 -                                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2134293.63   | 0.08%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/INR FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1914.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA3615                                                                                | CUSIP: 31418DAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86524 | PA      | $82823.45     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                                               | AVOL 2.528 11/18/27 144A                                                                 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     51000 | PA      | $49287.98     | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2015-H10 FA                                                                          | CUSIP: 38376RAB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1939318 | PA      | $1939353.30   | 0.07%             | 2065-04-20      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                                                | 10-Year T-Note Options                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -11 | NC      | $-1546.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AFRICA FINANCE CORP                                                                                                        | AFRFIN 5.55 10/08/29 144A                                                                | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | NG        |    540000 | PA      | $544397.71    | 0.02%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | SGD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $13740.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                                                                        | DAVIVI V8.125 07/02/35 144A                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |    490000 | PA      | $497105.00    | 0.02%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                            | CDS CDX.NA.IG.46.V1                                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $54542.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/ILS FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9628.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 1.875 02/15/41                                                                         | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52800000 | PA      | $36598029.60  | 1.35%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                                                       | WAMU 2007-HY7 4A1                                                                        | CUSIP: 93364FAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174415 | PA      | $160025.68    | 0.01%             | 2037-07-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                                                | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |     -1600 | NC      | $3006045.59   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V4.456 02/06/32                                                                      | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2809998.82   | 0.10%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 MORTGAGE TRUST                                                                                                 | BMO 2022-C1 A5                                                                           | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $553954.14    | 0.02%             | 2055-02-18      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $162397.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GN BT0809                                                                                | CUSIP: 3617MN3S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275969 | PA      | $246354.73    | 0.01%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                                                 | AMT 5.2 02/15/29                                                                         | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610393.62    | 0.02%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/MXN FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-83944.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co Inc.                                                                                                              | KKR 5.1 08/07/35                                                                         | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $4021346.53   | 0.15%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating                                                                                           | Charter Communications Operating Term Loan B-5 225 2031-11-14                            | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    461162 | PA      | $461882.84    | 0.02%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNR 2007-30 OE                                                                           | CUSIP: 31396VJP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    800888 | PA      | $657103.64    | 0.02%             | 2037-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YPF Sociedad Anonima                                                                                                       | YPFDAR 9.5 01/17/31 144A                                                                 | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    510000 | PA      | $537157.50    | 0.02%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| El Puerto de Liverpool S.A.B. de C.V.                                                                                      | LIVEPL 6.658 01/22/37 144A                                                               | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    470000 | PA      | $482925.00    | 0.02%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital Services, Inc.                                                                                             | HYUCAP 5.25 01/22/28 144A                                                                | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |    330000 | PA      | $334347.32    | 0.01%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Black Diamond Clo 2019-1 Designated Activity Co.                                                                           | BLACK 2019-1A A1R                                                                        | CUSIP: 000000000<br>LEI: 549300I3ISWDFTMO5713 | Long             | ABS-O            | CORP              | IE        |     60766 | PA      | $70214.90     | 0.00%             | 2032-05-15      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                                                            | BAMCN 4.653 11/15/30                                                                     | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   2025000 | PA      | $2008112.11   | 0.07%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Realkredit Danmark A/S                                                                                                     | RDKRE 1 10/01/50 CCS                                                                     | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         1 | PA      | $0.11         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-6                                                                                            | JPMMT 2015-6 B2                                                                          | CUSIP: 46645GAZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85387 | PA      | $82756.06     | 0.00%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                                                 | SOAF 5.65 09/27/47 30Y                                                                   | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    761000 | PA      | $596164.96    | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                               | UBS V4.844 11/06/33 144A                                                                 | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1920000 | PA      | $1889178.82   | 0.07%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                                                 | DVA 3.75 02/15/31 144A                                                                   | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    580000 | PA      | $532165.37    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                                             | C V7 PERP DD                                                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $875297.70    | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | CNY/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-52.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 10 LTD                                                                                                   | KLLM 2022-10A D1R                                                                        | CUSIP: 37148DAY2<br>LEI: 549300HJXIXJNOK1KU82 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $584329.20    | 0.02%             | 2038-01-22      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico                                                                                                           | Grupo Aeromexico NPV                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |    452315 | NS      | $639746.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orlen SA                                                                                                                   | PKNPW 6 01/30/35 144A                                                                    | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    475000 | PA      | $484839.63    | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Sukuk Ltd.                                                                                                        | RJHIAB V5.651 03/16/36 EMTN                                                              | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |    410000 | PA      | $401330.61    | 0.01%             | 2036-03-16      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | SWOP IRS USD                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  96900000 | NC      | $218932.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRV TRUST 2025-200P                                                                                                        | IRV 2025-200P A                                                                          | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4031435.20   | 0.15%             | 2047-03-14      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Ineos Group                                                                                                                | Ineos Group Term Loan B 325 2030-02-01                                                   | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    139293 | PA      | $122171.47    | 0.00%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                             | MS 3.625 01/20/27                                                                        | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3984129.20   | 0.15%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V6.204 11/10/28                                                                      | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3771261.17   | 0.14%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP                                                                                                 | NY NYSDEV 5.77 03/15/2039                                                                | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    535000 | PA      | $547540.40    | 0.02%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XVIII LTD                                                                                           | ATCLO 2021-18A A1R                                                                       | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1698412.20   | 0.06%             | 2035-01-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | CAS 2022-R01 1M2                                                                         | CUSIP: 20754LAB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1505117.10   | 0.06%             | 2041-12-26      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS JPY                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $899986.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tecpetrol SA                                                                                                               | TECPET 7.625 11/03/30 144A                                                               | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    565000 | PA      | $572373.25    | 0.02%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V1.47 09/22/27                                                                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6365000 | PA      | $6278392.72   | 0.23%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                                                                | EIBKOR 5.125 01/11/33                                                                    | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $208231.52    | 0.01%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                                                                      | WDSAU 3.7 09/15/26 144A                                                                  | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $398593.68    | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                                               | BACR V5.501 08/09/28                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1618787.20   | 0.06%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                                            | CVSPAS 5.773 01/10/33 144A                                                               | CUSIP: 126650BV1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45221 | PA      | $45866.14     | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                                                 | SOAF 5.75 09/30/49 30Y                                                                   | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $154887.36    | 0.01%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Burgan Bank K.P.S.C                                                                                                        | BGBKKK V2.75 12/15/31                                                                    | CUSIP: 000000000<br>LEI: 558600NC81HKXMFSTY52 | Long             | DBT              | CORP              | KW        |    495000 | PA      | $481897.55    | 0.02%             | 2031-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                                                                | NWIDE V4.302 03/08/29 144A                                                               | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5200000 | PA      | $5167387.16   | 0.19%             | 2029-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CWMBS REPERFORMING LOAN REMIC TRUST CERT SERIES 2006-R1                                                                    | CWHL 2006-R1 AF1                                                                         | CUSIP: 12669UCN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180749 | PA      | $171408.43    | 0.01%             | 2036-01-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | USD/THB FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3800.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/TRY FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-604.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Export Credit Bank of Turkey, Inc.                                                                                         | EXCRTU 6.875 07/03/28 144A                                                               | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $202729.40    | 0.01%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FA0821                                                                                | CUSIP: 3140W04F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3354479 | PA      | $2727129.08   | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                                                  | KSA 5.375 01/13/31 144A                                                                  | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    900000 | PA      | $920228.04    | 0.03%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                                    | HILCRP 6 02/01/31 144A                                                                   | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    710000 | PA      | $690565.03    | 0.03%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                                                 | SAGB 8.75 02/28/48 2048                                                                  | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   8000000 | PA      | $428124.89    | 0.02%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/IDR FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $449.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                                               | MAR 3.5 10/15/32 GG                                                                      | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    900000 | PA      | $828093.42    | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-5474.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                                                   | COSTAR 6.001 01/16/36 REGS                                                               | CUSIP: 221602AF2<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    500000 | PA      | $599852.40    | 0.02%             | 2036-01-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                                    | CDEL 6.33 01/13/35 144A                                                                  | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    400000 | PA      | $417880.00    | 0.02%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 995442                                                                                | CUSIP: 31416BZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1704 | PA      | $1787.45      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V3.615 03/15/28                                                                       | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3373395.68   | 0.12%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | USD/JPY FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-20444.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/SGD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-100.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | USD/SGD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-75936.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                                                      | PETMK 2.48 01/28/32 144A                                                                 | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $179107.68    | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                                                 | SAGB 9 01/31/40 2040                                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   6800000 | PA      | $377804.28    | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2012-H18 NA                                                                          | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     27305 | PA      | $27306.55     | 0.00%             | 2062-08-20      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd.                                                                                                      | ADNOCM 4.25 09/11/29 144A                                                                | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |   3600000 | PA      | $3547707.84   | 0.13%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 923096                                                                                | CUSIP: 31412ERR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2492 | PA      | $2504.74      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                                                                     | OBDC 2.875 06/11/28                                                                      | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464919.45    | 0.02%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                                                                  | ORAFP 5 01/13/36 144A                                                                    | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   3135000 | PA      | $3080459.78   | 0.11%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-5070.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2004-3                                                                                      | OOMLT 2005-1 M1                                                                          | CUSIP: 68389FGK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    523837 | PA      | $504641.51    | 0.02%             | 2035-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 3 08/15/48                                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3770000 | PA      | $2767857.47   | 0.10%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mazoon Assets Company SAOC                                                                                                 | MAZOON 5.25 10/09/31 144A                                                                | CUSIP: 57886LAD4<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |    200000 | PA      | $200065.56    | 0.01%             | 2031-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL TRAN AUTH                                                                                                      | IL CHITRN 6.9 12/01/2040                                                                 | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |   1583072 | PA      | $1769082.71   | 0.07%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-344340.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Paraguay (Republic of)                                                                                                     | PARGUY 5.4 03/30/50 144A                                                                 | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    403000 | PA      | $359476.00    | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MA7988                                                                                | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8198902 | PA      | $7324887.87   | 0.27%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                                                        | HNDLIN 4.75 01/30/30 144A                                                                | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1495885.22   | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS0605                                                                                | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4473702 | PA      | $3830909.21   | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 2.25 08/15/49                                                                          | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $528892.61    | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                                                                             | BCOLO V8.625 12/24/34                                                                    | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    600000 | PA      | $629757.36    | 0.02%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Indofood Cbp Sukse                                                                                                         | ICBPIJ 3.398 06/09/31                                                                    | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    500000 | PA      | $459895.75    | 0.02%             | 2031-06-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2015-1                                                                                | AAL 3.375 05/01/27                                                                       | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    853354 | PA      | $842562.55    | 0.03%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                                                        | GHANA 5 07/03/35 144A                                                                    | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    120040 | PA      | $102685.46    | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR SD8329                                                                                | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8291688 | PA      | $8216558.76   | 0.30%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                          | HSBC V5.546 03/04/30                                                                     | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1844734.68   | 0.07%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FG Q58422                                                                                | CUSIP: 3132Y2LC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34838 | PA      | $32357.05     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/KRW FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $185.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/TWD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-209.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                                             | USD CALL VERSUS JPY PUT                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |  -6522200 | NC      | $-75794.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FSPC T-58 2A                                                                             | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      2181 | PA      | $2218.78      | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEXAS WATER DEVELOPMENT BOARD (TX)                                                                                         | TX TXSWTR 4.75 10/15/2055                                                                | CUSIP: 88285AKD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3030000 | PA      | $3002033.10   | 0.11%             | 2055-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                                                      | UKRAIN 0 02/01/34 144A                                                                   | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     49556 | PA      | $21307.50     | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Holcim Finance (Luxembourg) S.A.                                                                                           | HOLNSW 0.5 04/23/31                                                                      | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1088672.21   | 0.04%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | MXN/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2193.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-7                                                                                          | VERUS 2023-7 A1                                                                          | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-O            | CORP              | US        |   2947945 | PA      | $2968064.37   | 0.11%             | 2068-10-25      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN BK9609                                                                                | CUSIP: 3140HPVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739753 | PA      | $708089.65    | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                                                                      | LMT 2007-10 2A2                                                                          | CUSIP: 52522QAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1142980 | PA      | $279686.60    | 0.01%             | 2038-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                                      | BAC V5.288 04/25/34                                                                      | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5062669.00   | 0.19%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                                                        | IHS 8.25 11/29/31 144A                                                                   | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    605000 | PA      | $621188.23    | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Nova Securitisation S.a r.l.                                                                                               | SBSPAB 6.5 02/03/36 144A                                                                 | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |    625000 | PA      | $595315.75    | 0.02%             | 2036-02-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                                          | FDX 3.25 05/15/41 *                                                                      | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1387672.06   | 0.05%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C1 MORTGAGE TRUST                                                                                               | DBJPM 2016-C1 A4                                                                         | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135697 | PA      | $135487.10    | 0.00%             | 2049-05-12      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Toro European CLO 7 Designated Activity Company                                                                            | TCLO 7A ARE                                                                              | CUSIP: 000000000<br>LEI: 635400B4VLIGNRNR9O61 | Long             | ABS-O            | CORP              | IE        |   1480916 | PA      | $1710321.50   | 0.06%             | 2034-02-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | SGD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-47.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                                      | KRW CALL VERSUS USD PUT                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |  -2044754 | NC      | $-1633.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                                                          | MF1 2024-FL14 A                                                                          | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $900774.00    | 0.03%             | 2039-03-21      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/IDR FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6413.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                                              | MPEL 5.375 12/04/29 144A                                                                 | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192265.56    | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                                            | SANUK V6.534 01/10/29                                                                    | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3350000 | PA      | $3457506.53   | 0.13%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II Llc                                                                                                  | CFII 2024-1A A1                                                                          | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1482016 | PA      | $1496804.00   | 0.06%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Gdz Elektrik Dagitim AS                                                                                                    | GDZELE 9 10/15/29 144A                                                                   | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |    510000 | PA      | $484210.07    | 0.02%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                                                             | WBD 5.05 03/15/42 *                                                                      | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    800000 | PA      | $529044.56    | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN CA6592                                                                                | CUSIP: 3140QEKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2561000 | PA      | $2201386.02   | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FS7430                                                                                | CUSIP: 3140XPHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5460581 | PA      | $5077688.96   | 0.19%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                                                    | UNH 3.7 05/15/27                                                                         | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596414.04    | 0.02%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 968119                                                                                | CUSIP: 31414KAU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3318 | PA      | $3430.18      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/MXN FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11503.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2025-2 DAC                                                                             | PSTET 2025-2A A                                                                          | CUSIP: 000000000<br>LEI: 254900595EZPT26ANZ17 | Long             | ABS-O            | CORP              | IE        |   2715108 | PA      | $3140058.91   | 0.12%             | 2035-02-15      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                                                | USD/THB FORWARD                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |         1 | NC      | $35228.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                                                             | FDX 5.25 03/15/36 144A                                                                   | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1142080.94   | 0.04%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mong Duong Finance Holdings B V                                                                                            | MONDFI 5.125 05/07/29 144A                                                               | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |    735814 | PA      | $724471.09    | 0.03%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                                               | NOVNVX 5.7 03/18/56                                                                      | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    945000 | PA      | $952420.14    | 0.04%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Indymac Home Equity Mortgage Loan Asset-Backed Trust Series Inabs 2006-C                                                   | INABS 2007-A 2A3                                                                         | CUSIP: 43710BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    884990 | PA      | $600256.29    | 0.02%             | 2037-04-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR SD8257                                                                                | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2776799 | PA      | $2691429.99   | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4404                                                                                | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571660 | PA      | $540567.78    | 0.02%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | USD/KRW FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3991.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 17 LTD                                                                                                             | AGL 2022-17A AR                                                                          | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2545820.55   | 0.09%             | 2035-01-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNR 2017-40 GZ                                                                           | CUSIP: 3136AWPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    345176 | PA      | $311891.32    | 0.01%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 2.875 08/15/45                                                                         | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10700000 | PA      | $7947675.38   | 0.29%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4281                                                                                | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99697 | PA      | $81051.85     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 42 LTD                                                                                  | NEUB 2021-42A AR                                                                         | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $649252.50    | 0.02%             | 2036-07-16      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FM3070                                                                                | CUSIP: 3140X6MU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1679857 | PA      | $1616251.45   | 0.06%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                                        | D V6.2 02/15/56                                                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    950000 | PA      | $941995.59    | 0.03%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                                                | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       145 | NC      | $-367077.65   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                                                               | CAS 2025-R02 1M2                                                                         | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1620000 | PA      | $1621463.35   | 0.06%             | 2045-02-27      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                                                      | BBWI 6.875 11/01/35                                                                      | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3395665.22   | 0.13%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                                                  | GS V4.937 04/23/28                                                                       | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603032.10    | 0.02%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | USD/BRL FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9397.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                                                       | Q 4.45 09/01/34                                                                          | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |  11800000 | PA      | $8864293.01   | 0.33%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | USD/INR FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-86085.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                                                   | NGL 8.375 02/15/32 144A                                                                  | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1082837.70   | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                                                       | CCL 4 08/01/28 144A                                                                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    500000 | PA      | $488443.90    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 931065                                                                                | CUSIP: 31412PMN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52475 | PA      | $51933.03     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC5                                                                      | BSABS 2005-FR1 M2                                                                        | CUSIP: 073879G69<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172705 | PA      | $170605.12    | 0.01%             | 2035-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Hazine Mustesarligi Varlik Kiralama AS                                                                                     | TURKSK 6.5 04/26/30 144A                                                                 | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $199811.78    | 0.01%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aeropuerto Internacional de Tocumen, S.A.                                                                                  | AITOCU 5.125 08/11/61 144A                                                               | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $160383.00    | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                                                 | S 6.875 11/15/28                                                                         | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3463358.68   | 0.13%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                                                 | BA 7.008 05/01/64                                                                        | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $442621.28    | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                                      | KRW CALL VERSUS USD PUT                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    455246 | NC      | $1452.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OAKTREE CLO 2020-1 LTD                                                                                                     | OAKCL 2020-1A D1RR                                                                       | CUSIP: 67402FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $776439.20    | 0.03%             | 2038-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Magnetite XLV Ltd.                                                                                                         | MAGNE 2025-45A D1                                                                        | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $739061.25    | 0.03%             | 2038-04-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                                                       | TURKEY 7.625 04/26/29 10Y                                                                | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $310282.23    | 0.01%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 1.375 11/15/40                                                                         | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $64447.27     | 0.00%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                                                                        | LGATE 2006-1X A2A                                                                        | CUSIP: 000000000<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-O            | CORP              | GB        |    516779 | PA      | $673014.04    | 0.02%             | 2060-12-01      | Floating      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                                        | SWOP IRS USD                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        | 151700000 | NC      | $342745.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4413                                                                                | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6805199 | PA      | $5518633.52   | 0.20%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                                                                               | CHASE 2005-A1 3A1                                                                        | CUSIP: 16162WPJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26235 | PA      | $23050.36     | 0.00%             | 2035-12-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                                           | USD/ILS FORWARD                                                                          | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11241.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 725205                                                                                | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       456 | PA      | $459.68       | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                                                                | ETN 4.5 03/06/33                                                                         | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    415000 | PA      | $409431.12    | 0.02%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-Bc2                                                              | SASC 2006-BC2 A1                                                                         | CUSIP: 86361GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2446558 | PA      | $1475837.56   | 0.05%             | 2036-09-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                                               | T 4.625 02/15/46                                                                         | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14800000 | PA      | $14269280.88  | 0.53%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                                                                    | STACR 2022-DNA2 M2                                                                       | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-O            | USGSE             | US        |   1000000 | PA      | $1020633.30   | 0.04%             | 2042-02-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                                           | BMCAUS 3.375 01/15/31 144A                                                               | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $962487.97    | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                                                       | ERAC USA Finance LLC 0% CP 13/04/2026                                                    | CUSIP: 26882SDD5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | STIV             | CORP              | US        |    750000 | PA      | $748901.48    | 0.03%             | 2026-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST 2007-1                                                                               | CWL 2007-6 2A4                                                                           | CUSIP: 12669LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    936513 | PA      | $792579.24    | 0.03%             | 2037-09-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                                           | BMO V4.439 01/14/32 J                                                                    | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1405000 | PA      | $1383851.52   | 0.05%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                                           | PCG 4.2 03/01/29                                                                         | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3162994.56   | 0.12%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Israel (State Of)                                                                                                          | ISRAEL 5.375 03/12/29 5Y                                                                 | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1400000 | PA      | $1422281.84   | 0.05%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                                                   | T 6 04/30/56                                                                             | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3696026.25   | 0.14%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Next Properties Trust 2401                                                                                                 | NEXTPR 7.7 01/23/32 144A                                                                 | CUSIP: 89834MAB2<br>LEI: 254900QDKZ8ZURT6FD83 | Long             | DBT              | CORP              | MX        |    416000 | PA      | $445407.04    | 0.02%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                                                        | IAGLN 3.8 09/20/31 144A                                                                  | CUSIP: 11042TAA1<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | GB        |    678475 | PA      | $662074.76    | 0.02%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2013-113 LY                                                                          | CUSIP: 38378WRW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    439354 | PA      | $407924.35    | 0.02%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                                               | AVGO 4.926 05/15/37 144A                                                                 | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111616.88    | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                                                       | PANAMA 6.4 02/14/35                                                                      | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    235000 | PA      | $244475.20    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                                              | JEF 6.2 04/14/34                                                                         | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1178514.65   | 0.04%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                                               | AVOL 4.95 10/15/32 144A                                                                  | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2400000 | PA      | $2338490.16   | 0.09%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V4.005 04/23/29                                                                      | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    900000 | PA      | $893034.00    | 0.03%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNR 2024-46 CF                                                                           | CUSIP: 3136BSJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    352847 | PA      | $355258.77    | 0.01%             | 2054-07-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                                                         | PERU 6.15 08/12/32 144A                                                                  | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    700000 | PA      | $210660.79    | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                                           | PCG 4.5 07/01/40                                                                         | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $939215.86    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                                           | PCG 3.5 08/01/50                                                                         | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $727911.91    | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                                                 | SOAF 5.875 06/22/30 12Y                                                                  | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    268000 | PA      | $269995.39    | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Toro European CLO 6 DAC                                                                                                    | TCLO 6A AR                                                                               | CUSIP: 000000000<br>LEI: 635400SBMZDOVHEFNA56 | Long             | ABS-O            | CORP              | IE        |    190895 | PA      | $220306.13    | 0.01%             | 2032-01-12      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                                      | FN MA4047                                                                                | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8836138 | PA      | $7203816.45   | 0.27%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                                                         | PERU 2.844 06/20/30                                                                      | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    312000 | PA      | $290581.20    | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                                           | Three-Month SOFR Futures, Mar-2026,ETH                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |       169 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GACI First Investment Co.                                                                                                  | PIFKSA 4.875 02/14/35                                                                    | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    539000 | PA      | $519105.13    | 0.02%             | 2035-02-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                                                       | CCL 5.875 06/15/31 144A                                                                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2000000 | PA      | $2025842.00   | 0.07%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                                               | TII 1.125 01/15/33                                                                       | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20200150 | PA      | $19462337.50  | 0.72%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | BRL/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-100782.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                                                            | BANK 2019-BN20 A3                                                                        | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7557120.80   | 0.28%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                                                          | LEBAN 6.85 03/23/27 10Y                                                                  | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    465000 | PA      | $110767.65    | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                                                                                  | BlackRock Liquidity Funds FEDFUND INSTL                                                  | CUSIP: 09248U700<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   2550000 | NS      | $2550000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic                                                                                                         | DOMREP 4.875 09/23/32 144A                                                               | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    700000 | PA      | $646730.00    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MA7472                                                                                | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  16192216 | PA      | $13939034.97  | 0.51%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rali Series 2007-QH8 Trust                                                                                                 | RALI 2007-QH8 A                                                                          | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    902232 | PA      | $718077.84    | 0.03%             | 2037-10-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                                                                                     | CITZN 2023-1 A3                                                                          | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1792443 | PA      | $1799321.40   | 0.07%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GNR 2008-65 SB                                                                           | CUSIP: 38375YBB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    156184 | PA      | $356.90       | 0.00%             | 2038-08-20      | Floating      | 2.21%                 | No            |                  3 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | PLN/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $11479.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL                                                                                                   | JBS 6.25 03/01/56                                                                        | CUSIP: 472140AH5<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   1665000 | PA      | $1634282.08   | 0.06%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                                                                | PFE 4.875 11/15/35                                                                       | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1237989.25   | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL1 LLC                                                                                                         | PRPM 2024-RPL1 A1                                                                        | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2492736 | PA      | $2455075.07   | 0.09%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                                     | FHR 5473 FH                                                                              | CUSIP: 3137HHFZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1228800 | PA      | $1233533.73   | 0.05%             | 2054-11-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                                                     | STANLN V7.625 PERP 144A                                                                  | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $280949.02    | 0.01%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Banc Of America Funding 2006-I Trust                                                                                       | BAFC 2006-I 1A1                                                                          | CUSIP: 05951VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40758 | PA      | $40332.45     | 0.00%             | 2036-12-20      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                                                                                                         | Three Month Euro (Euribor) Future - ICEU                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       466 | NC      | $-427300.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FM8438                                                                                | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1568805 | PA      | $1347365.63   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN 829473                                                                                | CUSIP: 31407FQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14377 | PA      | $15197.19     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | USD/THB FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5244.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                                             | C V6.75 PERP EE                                                                          | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    972000 | PA      | $972087.09    | 0.04%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                                                      | PETMK 4.95 01/03/31 144A                                                                 | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    430000 | PA      | $439615.62    | 0.02%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-1605.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tsmc Arizona Corp.                                                                                                         | TAISEM 2.5 10/25/31                                                                      | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    590000 | PA      | $535741.54    | 0.02%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                                      | TWD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2190.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                                                                                             | CDS STATE OF ISRAEL                                                                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |         1 | NC      | $16944.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Pertamina Hulu Energi                                                                                                   | PERHUL 5.25 05/21/30 144A                                                                | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    600000 | PA      | $601994.76    | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                                                  | PRXNA 3.061 07/13/31 144A                                                                | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    395000 | PA      | $354088.47    | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                                               | SRILAN 4 04/15/28 144A                                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     24492 | PA      | $23414.72     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                                                   | EGYPT 8.7002 03/01/49 144A                                                               | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    359000 | PA      | $315332.50    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN BM1055                                                                                | CUSIP: 3140J5E54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353733 | PA      | $339628.28    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNGT 2004-T1 1A2                                                                         | CUSIP: 31393XFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1592 | PA      | $1627.95      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENERGY ANDINA LLC                                                                                                | SIERRA 9 11/14/30 144A                                                                   | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498102.50    | 0.02%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                                                      | JGB 2.2 03/20/64 17                                                                      | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 722000000 | PA      | $3131684.38   | 0.12%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd, Hong Kong                                                                                                   | AIA 5.375 04/05/34 144A                                                                  | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    310000 | PA      | $317067.94    | 0.01%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | IDR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-635.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS EUR                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $62370.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                                                                     | ISPIM 4 09/23/29 XR                                                                      | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1300000 | PA      | $1272477.31   | 0.05%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FN FM8056                                                                                | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3021106 | PA      | $2691302.25   | 0.10%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                                                      | JGB 2.4 03/20/45 192                                                                     | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 221000000 | PA      | $1231364.29   | 0.05%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HTA Group Limited (Mauritius)                                                                                              | HLSTWR 7.5 06/04/29 144A                                                                 | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    365000 | PA      | $371887.29    | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                                               | AVOL 4.85 04/01/33 144A                                                                  | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1650000 | PA      | $1581459.00   | 0.06%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                                                  | CDS HOCHTIEF AG                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $46398.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                                                             | ANGSJ 6.5 04/15/40                                                                       | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    335000 | PA      | $355847.08    | 0.01%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO 2019-2 Designated Activity Company                                                                        | CGMSE 2019-2A A1R                                                                        | CUSIP: 000000000<br>LEI: 63540012YBWEYXRWOE16 | Long             | ABS-O            | CORP              | IE        |    210004 | PA      | $242669.60    | 0.01%             | 2032-08-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                                           | PM 4.125 04/28/28                                                                        | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3095309.08   | 0.11%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                                                                                                 | USD/GBP FORWARD                                                                          | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3193.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                                                | VZ 5.875 11/30/55                                                                        | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1513610.72   | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS CAD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $-392787.37   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                                                  | IRS USD                                                                                  | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |         1 | NC      | $23928.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                                                                     | GILCN 4.7 10/07/30 144A                                                                  | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   3515000 | PA      | $3479153.33   | 0.13%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | CAD/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $59501.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                                            | FR ZS4740                                                                                | CUSIP: 3132A5HR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    987685 | PA      | $942971.22    | 0.03%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                                                   | T 6.3 01/15/38                                                                           | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $958593.42    | 0.04%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                                                        | MUFG 2.559 02/25/30                                                                      | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1800000 | PA      | $1667578.86   | 0.06%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | G2 MB0554                                                                                | CUSIP: 3618N5TL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7104148 | PA      | $6867773.39   | 0.25%             | 2055-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                                                    | VW 5.05 03/27/28 144A                                                                    | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2919305.30   | 0.11%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                             | BCRED 5.35 03/12/31                                                                      | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    990000 | PA      | $941037.87    | 0.03%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                   | GN 786468                                                                                | CUSIP: 3622ACCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1374248 | PA      | $1428669.77   | 0.05%             | 2042-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                                       | JPM V5.571 04/22/28                                                                      | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1356619.89   | 0.05%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                                                                                      | KRW CALL VERSUS USD PUT                                                                  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -455246 | NC      | $-402.08      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Jubilee CLO 2016-XVII Designated Activity Co.                                                                              | JUBIL 2016-17A A2RR                                                                      | CUSIP: 000000000<br>LEI: 635400JSFGFQPD2VOA16 | Long             | ABS-O            | CORP              | IE        |    209991 | PA      | $242474.49    | 0.01%             | 2031-04-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Albania(Republic Of)                                                                                                       | ALBANI 4.75 02/14/35 144A                                                                | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    150000 | PA      | $170233.69    | 0.01%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                                                                     | SWOP IRS USD                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |   -200000 | NC      | $-1022.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                                           | FR RA6138                                                                                | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5520014 | PA      | $4737533.84   | 0.17%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                                                    | GUATEM 6.55 02/06/37 144A                                                                | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $418200.00    | 0.02%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                                              | NGERIA 7.375 09/28/33 REGS                                                               | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    320000 | PA      | $314282.14    | 0.01%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sweihan PV Power Company PJSC                                                                                              | SWEHAN 3.625 01/31/49 144A                                                               | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |    384476 | PA      | $307484.79    | 0.01%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                                                                 | RCICN V7.125 04/15/55                                                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1821000 | PA      | $1864573.98   | 0.07%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                             | INR/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30898.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                                                               | WLAKE 2025-2A A2A                                                                        | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    991916 | PA      | $993722.78    | 0.04%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| EUROPEAN HY CORP                                                                                                           | EUROPEAN HY CORP                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               | CORP              | US        |   -292527 | PA      | $-338117.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                         | ET V6.75 02/15/56                                                                        | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2655974.09   | 0.10%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                                          | WFC V3.196 06/17/27 MTN                                                                  | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $897465.78    | 0.03%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Invesco Euro Clo I DAC                                                                                                     | INVSC 1A A1R                                                                             | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-O            | CORP              | IE        |    104219 | PA      | $120327.91    | 0.00%             | 2031-07-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                                                       | POLAND 5.5 04/04/53 30Y                                                                  | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    203000 | PA      | $188565.46    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                                                | CHF/USD FORWARD                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12572.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                                                | ABBV 4.125 03/15/31                                                                      | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2405000 | PA      | $2370626.06   | 0.09%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                      | FNMA-30YR                                                                                | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  32300000 | PA      | $32885182.33  | 1.21%             | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** Optimum Fund Trust

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

**Title:** Division Director - Head of US Fund Administration