# EDGAR Filing Document

**Accession Number:** 0000067160
**File Stem:** 0001752724-25-201557
**Filing Date:** 2025-8
**Character Count:** 308963
**Document Hash:** b6eeeaccfe1abd675e1a90a2ea5b564b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-201557.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001752724-25-201557

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MML SERIES INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000067160

**ORGANIZATION NAME:**
- **EIN:** 042476032
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02224
- **FILM NUMBER:** 251249152

**BUSINESS ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111
- **BUSINESS PHONE:** 413-744-1000

**MAIL ADDRESS:**
- **STREET 1:** 1295 STATE STREET
- **CITY:** SPRINGFIELD
- **STATE:** MA
- **ZIP:** 01111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MML EQUITY INVESTMENT CO INC
- **DATE OF NAME CHANGE:** 19850227

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MML INVESTMENT CO INC
- **DATE OF NAME CHANGE:** 19811109

## Series and Classes Contracts Data

### MML Total Return Bond Fund (Series ID: S000029642)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000091024 | Class II        |  |
| C000091025 | Service Class I |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MML SERIES INVESTMENT FUND

- **b. Investment Company Act file number:** 811-02224

- **c. CIK number of Registrant:** 0000067160

- **d. LEI of Registrant:** VQ1HG47DNRJG3HBJH467

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

  - **Street Address 1:** 1295 State Street

  - **City:** Springfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01111-0001

  - **Telephone number:** 413-744-1000

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

- **a. Name of Series:** MML Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000029642

- **c. LEI of Series:** E6C49Z35RNRPSZ4OIX81

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $456193023.06

**Total Liabilities:** $74019359.76

**Net Assets:** $382173663.30

**Delayed Delivery Securities:** $13035142.20

**Cash Not Reported:** $451960.46

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -149.26000000 | **1-Year:** -2807.66000000 | **5-Year:** -8718.29000000 | **10-Year:** -11794.93000000 | **30-Year:** -3133.84000000

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

- **3-Month:** -305.15000000 | **1-Year:** -4916.28000000 | **5-Year:** -11177.32000000 | **10-Year:** -11908.46000000 | **30-Year:** -3426.70000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000091024 | 0.56%                | -1.10%               | 1.68%                |
| Class ID C000091025 | 0.56%                | -1.01%               | 1.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $769510.68               | $12918.16                                  |
| Month 2  | $-1480395.68             | $-2999830.53                               |
| Month 3  | $-495907.63              | $5551663.96                                |

**Designated Index Information**

- **Index Name:** Barclays US Aggregate

- **Index Identifier:** LEHM50

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VONOVIA SE                                                              | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113626.84    | 0.03%             | 2030-04-07      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| COTIVITI CORPORATION                                                    | Cotiviti Corporation 2025 2nd Amendment Term Loan                               | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     20669 | PA      | $20548.19     | 0.01%             | 2032-03-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    640000 | PA      | $625168.24    | 0.16%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $46943.50     | 0.01%             | 2026-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SPECTRUM BRANDS INC                                                     | Spectrum Brands Inc                                                             | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    383000 | PA      | $307219.31    | 0.08%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CCRR PARENT INC                                                         | CCRR Parent Inc US Acquisition Facility                                         | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36391 | PA      | $15065.97     | 0.00%             | 2028-03-06      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3325000 | PA      | $3328303.06   | 0.87%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418DGV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180690 | PA      | $156369.43    | 0.04%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                                    | Smithfield Foods Inc                                                            | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    635000 | PA      | $547387.11    | 0.14%             | 2031-09-13      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 31335AAY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    851749 | PA      | $793897.49    | 0.21%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58033 | PA      | $58160.83     | 0.02%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-7607.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127307.13    | 0.03%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS CORP                                            | Frontier Communications Corp 2025 Term Loan B                                   | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     17462 | PA      | $17440.38     | 0.00%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9950000 | PA      | $8955390.04   | 2.34%             | 2054-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                       | Citigroup Mortgage Loan Trust 2005-11                                           | CUSIP: 17307GW79<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114271 | PA      | $116323.04    | 0.03%             | 2035-10-25      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                  | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    566000 | PA      | $522655.99    | 0.14%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                       | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37109.74     | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60491.50     | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                   | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $282960.00    | 0.07%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1554315 | PA      | $1440508.79   | 0.38%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                          | Starbucks Corp                                                                  | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    770000 | PA      | $784576.38    | 0.21%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    202000 | PA      | $218152.53    | 0.06%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     48000 | PA      | $46030.09     | 0.01%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                          | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367161.85    | 0.10%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2020-VIV4                                          | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160000 | PA      | $1056147.40   | 0.28%             | 2044-03-09      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                        | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153799.69    | 0.04%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    886166 | PA      | $708188.55    | 0.19%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                   | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106879.36    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                             | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238861.42    | 0.06%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                                | Renaissance Holding Corp 2024 1st Lien Term Loan                                | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |     81754 | PA      | $74050.80     | 0.02%             | 2030-04-05      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                                                 | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |     85000 | PA      | $99948.32     | 0.03%             | 2040-01-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                | BX Trust 2022-VAMF                                                              | CUSIP: 05609TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    443000 | PA      | $441615.67    | 0.12%             | 2039-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                 | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $360663.42    | 0.09%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                      | Century Plaza Towers 2019-CPT                                                   | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $322359.56    | 0.08%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1255159.69   | 0.33%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140N27K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    617580 | PA      | $592320.41    | 0.15%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2020-VIVA                                          | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $710433.13    | 0.19%             | 2044-03-11      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| PROLOGIS EURO FINANCE                                                   | Prologis Euro Finance LLC                                                       | CUSIP: 000000000<br>LEI: 549300MI5D1784PRQH06 | Long             | DBT              |  | US        |    180000 | PA      | $216720.76    | 0.06%             | 2034-05-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173267.94    | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31417AWY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    139326 | PA      | $136670.14    | 0.04%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                                  | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                        | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     47705 | PA      | $47446.13     | 0.01%             | 2030-09-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                            | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349628.32    | 0.09%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | VOYAGER PARENT LLC TERM LOAN B                                                  | CUSIP: 000000000<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     74360 | PA      | $73513.44     | 0.02%             | 2032-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                          | Apidos CLO XXX                                                                  | CUSIP: 03768CAN9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |    249700 | PA      | $249706.17    | 0.07%             | 2031-10-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $4417.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56127 | PA      | $52995.32     | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                | Boost Newco Borrower LLC 2025 USD Term Loan B                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     36970 | PA      | $37047.33     | 0.01%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                                              | KUEHG Corp 2024 Term Loan                                                       | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     11742 | PA      | $11742.36     | 0.00%             | 2030-06-12      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31416B2P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42952 | PA      | $44481.37     | 0.01%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9714.32      | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $435.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                | Farmers Exchange Capital III                                                    | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $876963.52    | 0.23%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                      | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88436.27     | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                                | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl             | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $41145.80     | 0.01%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31415PYV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11065 | PA      | $11457.52     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                        | Arches Buyer Inc 2021 Term Loan B                                               | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |     24532 | PA      | $24203.74     | 0.01%             | 2027-12-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-5                                                   | CUSIP: 78444YAE5<br>LEI: 549300SRMXHPGI3BJ386 | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $715076.11    | 0.19%             | 2073-07-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                   | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    820000 | PA      | $677755.11    | 0.18%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210506 | PA      | $193119.30    | 0.05%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50281.03     | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                                              | McAfee LLC 2024 USD 1st Lien Term Loan B                                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      7803 | PA      | $7567.04      | 0.00%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28939.23     | 0.01%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                  | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     76000 | PA      | $66033.24     | 0.02%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                     | Peer Holding III BV 2025 USD Term Loan B5B                                      | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     90751 | PA      | $91159.13     | 0.02%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                       | Magnetite XII Ltd                                                               | CUSIP: 55953HBD4<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |    234301 | PA      | $234302.34    | 0.06%             | 2031-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371084.16    | 0.10%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XRR64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1792513 | PA      | $1717376.53   | 0.45%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     77997 | PA      | $71982.50     | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                    | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    390000 | PA      | $402352.52    | 0.11%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2012-2                                                   | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462542 | PA      | $444925.04    | 0.12%             | 2029-01-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corporation                                     | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR1             | CUSIP: 65535VJB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242489 | PA      | $239879.63    | 0.06%             | 2035-02-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                              | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                            | CUSIP: 78413MAA6<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $551808.55    | 0.14%             | 2043-01-05      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                        | MGM Resorts International                                                       | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60978.89     | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121152.35    | 0.03%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                            | MH Sub I LLC 2023 Term Loan                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     32451 | PA      | $30412.29     | 0.01%             | 2028-05-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574453 | PA      | $551540.70    | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2008-6                                                   | CUSIP: 78445CAD4<br>LEI: 549300JQFJDGC1WO7674 | Long             | ABS-O            | CORP              | US        |    276030 | PA      | $273754.69    | 0.07%             | 2083-07-26      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                                          | Sabre GLBL Inc 2022 1st Lien Term Loan B                                        | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     15527 | PA      | $15371.47     | 0.00%             | 2028-06-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     23000 | PA      | $17302.76     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479634.27    | 0.13%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-23696.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                | United Natural Foods Inc 2024 Term Loan                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |     42669 | PA      | $42882.55     | 0.01%             | 2031-05-01      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5925000 | PA      | $5932429.36   | 1.55%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                        | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    810000 | PA      | $816312.99    | 0.21%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | Modivcare Inc 2024 Term Loan B                                                  | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    139903 | PA      | $101663.61    | 0.03%             | 2031-07-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                             | PRKCM 2022-AFC2 Trust                                                           | CUSIP: 69377TAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495997 | PA      | $1497403.58   | 0.39%             | 2057-08-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    155000 | PA      | $134969.15    | 0.04%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                      | BX Trust 2019-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $167894.53    | 0.04%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                  | Pertamina Persero PT                                                            | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $183534.05    | 0.05%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SCB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62878 | PA      | $63714.39     | 0.02%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165894.69    | 0.04%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                              | MajorDrive Holdings IV LLC Term Loan B                                          | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-06-01      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $2567.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B                               | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     45097 | PA      | $45270.43     | 0.01%             | 2028-05-05      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                   | Charter Communications Operating LLC 2024 Term Loan B5                          | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     67184 | PA      | $67276.82     | 0.02%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc                                                      | Mativ Holdings Inc Delayed Draw Term Loan A                                     | CUSIP: 80854EAJ7<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |     17544 | PA      | $17368.36     | 0.00%             | 2027-05-06      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                     | BDL297PP7 FWDP 2Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              |  | US        |  32140000 | NC      | $42231.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                 | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1342216 | PA      | $1369070.02   | 0.36%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                                  | First Brands Group LLC 2021 Term Loan                                           | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     32257 | PA      | $30420.46     | 0.01%             | 2027-03-30      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $146126.97    | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                              | Progress Residential 2021-SFR10 Trust                                           | CUSIP: 74333WAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1068979 | PA      | $1045620.50   | 0.27%             | 2040-12-17      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                   | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490000 | PA      | $445339.78    | 0.12%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                          | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65945.25     | 0.02%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                            | Saxon Asset Securities Trust 2007-2                                             | CUSIP: 80556YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355968 | PA      | $942505.27    | 0.25%             | 2047-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                            | Peraton Corp Term Loan B                                                        | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     52557 | PA      | $46266.25     | 0.01%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                    | Teva Pharmaceutical Finance Netherlands II BV                                   | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    218000 | PA      | $257419.92    | 0.07%             | 2031-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152876.08    | 0.04%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                  | Volkswagen International Finance NV                                             | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $133088.10    | 0.03%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 31329NU48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2876 | PA      | $2642.07      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                            | Hudson Yards 2019-55HY Mortgage Trust                                           | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $347112.49    | 0.09%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| TIAA CLO Ltd                                                            | TIAA CLO IV Ltd                                                                 | CUSIP: 88631YAL1<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |    524375 | PA      | $524612.42    | 0.14%             | 2032-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    780000 | PA      | $787792.40    | 0.21%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1975000 | PA      | $1707758.80   | 0.45%             | 2054-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |     75000 | PA      | $70691.45     | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199193.87    | 0.05%             | 2028-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4720422 | PA      | $4089482.11   | 1.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                                                    | Heartland Dental LLC 2024 Term Loan                                             | CUSIP: 42236WAW7<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    100000 | PA      | $100013.00    | 0.03%             | 2028-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                          | 1261229 BC Ltd                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    210000 | PA      | $211841.69    | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                       | Xerox Corp                                                                      | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104694.47    | 0.03%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                           | EchoStar Corp                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19570.00     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93021.48     | 0.02%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US ULTRA BOND CBT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        21 | NC      | $27183.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatric Associates Holding Company LLC                                | Pediatric Associates Holding Company LLC 2021 Term Loan B                       | CUSIP: 70533DAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     91447 | PA      | $81273.71     | 0.02%             | 2028-12-29      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    240000 | PA      | $243402.28    | 0.06%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3175000 | PA      | $3037738.40   | 0.79%             | 2054-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                            | BAMLL Commercial Mortgage Securities Trust 2018-PARK                            | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $602624.62    | 0.16%             | 2038-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                        | IndyMac INDX Mortgage Loan Trust 2006-AR27                                      | CUSIP: 45661LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1116189 | PA      | $454143.76    | 0.12%             | 2036-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1800000 | PA      | $1492241.40   | 0.39%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173757.19    | 0.05%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-3809.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                            | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    672728 | NS      | $672727.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136B2ZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5951 | PA      | $5927.51      | 0.00%             | 2046-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3750000 | PA      | $3748533.38   | 0.98%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    190000 | PA      | $217851.67    | 0.06%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc 2024 Term Loan A3                                     | CUSIP: 42250UAF9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    204135 | PA      | $198010.75    | 0.05%             | 2029-03-01      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-83776.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAB2<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    444000 | PA      | $440809.86    | 0.12%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS                                          | BRAVO RESIDENTIAL FUNDING TRUS                                                  | CUSIP: 105925AC5<br>LEI: 254900RBHU9OC1RNXD92 | Long             | ABS-MBS          | CORP              | US        |    867006 | PA      | $871464.52    | 0.23%             | 2064-06-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95115.58     | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| TWITTER INC                                                             | Twitter Inc Term Loan                                                           | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63301 | PA      | $61778.05     | 0.02%             | 2029-10-26      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                          | BXSC Commercial Mortgage Trust 2022-WSS                                         | CUSIP: 05610BAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    894000 | PA      | $896234.82    | 0.23%             | 2035-03-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                    | Michaels Cos Inc/The                                                            | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    170000 | PA      | $135915.31    | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1993455 | PA      | $1583745.97   | 0.41%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72663.62     | 0.02%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    161890 | PA      | $149305.84    | 0.04%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                        | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1038929.70   | 0.27%             | 2042-03-25      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                 | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $222334.25    | 0.06%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                                    | Suez SACA                                                                       | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $220361.05    | 0.06%             | 2034-05-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                    | Alpha Generation LLC                                                            | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56696.48     | 0.01%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138238.72    | 0.04%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                  | Kazakhstan Government International Bond                                        | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $200600.00    | 0.05%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                                       | Elanco Animal Health Inc Term Loan B                                            | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     89033 | PA      | $88933.16     | 0.02%             | 2027-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                      | Realty Income Corp                                                              | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    270000 | PA      | $341103.79    | 0.09%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    211631 | PA      | $199424.21    | 0.05%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    485000 | PA      | $338287.50    | 0.09%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                                             | Twitter Inc 2025 Fixed Term Loan                                                | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24443 | PA      | $23750.31     | 0.01%             | 2029-10-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's, Inc.                                                   | Dave & Buster's Inc 2024 1st Lien Term Loan B                                   | CUSIP: 23833EAY0<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     40762 | PA      | $38811.04     | 0.01%             | 2031-11-01      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Collegiate Funding Services Education Loan Trust                        | Collegiate Funding Services Education Loan Trust 2005-A                         | CUSIP: 19458LBC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    673094 | PA      | $651432.49    | 0.17%             | 2035-03-28      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     80000 | PA      | $71739.99     | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                   | Global Switch Finance BV                                                        | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $275764.14    | 0.07%             | 2030-10-07      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| EUROGRID GMBH                                                           | Eurogrid GmbH                                                                   | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118198.88    | 0.03%             | 2031-09-05      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188311 | PA      | $182844.94    | 0.05%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                        | CSC Holdings LLC                                                                | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     99000 | PA      | $48963.98     | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QMVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2511023 | PA      | $2173041.11   | 0.57%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DQA71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1346410 | PA      | $1292181.66   | 0.34%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                 | Jersey Central Power & Light Co                                                 | CUSIP: 476556CP8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128176.11    | 0.03%             | 2036-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2022-6                                                 | CUSIP: 03465VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687219 | PA      | $682334.96    | 0.18%             | 2067-07-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                                 | Guggenheim Partners LLC 2024 Term Loan B                                        | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     18208 | PA      | $18272.03     | 0.00%             | 2031-11-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18870000 | PA      | $18968765.58  | 4.96%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                    | Appalachian Power Co                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    870000 | PA      | $895058.19    | 0.23%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                 | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |     32000 | PA      | $30751.72     | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195967.95    | 0.05%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                                   | National Gas Transmission PLC                                                   | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $332110.65    | 0.09%             | 2030-04-05      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp                                                     | Xerox Holdings Corp 2023 Term Loan B                                            | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |     17383 | PA      | $16736.43     | 0.00%             | 2029-11-17      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                  | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217765 | PA      | $206957.31    | 0.05%             | 2045-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                                                  | AI Aqua Merger Sub Inc 2024 1st Lien Term Loan B                                | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     71276 | PA      | $71128.09     | 0.02%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                    | WR Grace Holdings LLC                                                           | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61441.08     | 0.02%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EUROGRID GMBH                                                           | Eurogrid GmbH                                                                   | CUSIP: 000000000<br>LEI: 967600Q53854Z2NBCC81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $95663.74     | 0.03%             | 2033-04-21      | Fixed         | 0.74%                 | Yes           |                  2 | On Loan: No      |
| EFS Cogen Holdings I LLC                                                | EFS Cogen Holdings I LLC 2020 Term Loan B                                       | CUSIP: 26844HAJ6<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |     31439 | PA      | $31537.41     | 0.01%             | 2031-10-03      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10038.47     | 0.00%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Barracuda Networks Inc                                                  | Barracuda Networks Inc 2022 Term Loan                                           | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |     20372 | PA      | $16853.07     | 0.00%             | 2029-08-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                           | Vistra Operations Company LLC 1st Lien Term Loan B3                             | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     72234 | PA      | $72378.85     | 0.02%             | 2030-12-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140HSHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    920000 | PA      | $909425.98    | 0.24%             | 2029-01-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center LLC                                               | Potomac Energy Center LLC Term Loan                                             | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |     20446 | PA      | $20446.05     | 0.01%             | 2026-11-12      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $254618.76    | 0.07%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55839 | PA      | $51586.15     | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79641 | PA      | $70954.44     | 0.02%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102921 | PA      | $94619.04     | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    230000 | PA      | $145671.27    | 0.04%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                             | Asurion LLC 2021 Second Lien Term Loan B4                                       | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     32017 | PA      | $29640.40     | 0.01%             | 2029-01-20      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     67069 | PA      | $61960.21     | 0.02%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    911872 | PA      | $855663.66    | 0.22%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                    | Grifols Worldwide Operations USA Inc 2019 USD Term Loan B                       | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99639.00     | 0.03%             | 2027-11-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                              | Vonovia SE                                                                      | CUSIP: 000000000<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $96717.77     | 0.03%             | 2032-09-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    606882 | PA      | $540116.58    | 0.14%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3131XU6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400998 | PA      | $356798.12    | 0.09%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XLGK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1566034 | PA      | $1501492.29   | 0.39%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                                                   | INTELSAT EMERGENCE SA                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      7225 | NS      | $308868.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $7444.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12615000 | PA      | $12956030.13  | 3.39%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    710000 | PA      | $706724.23    | 0.18%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116403.87    | 0.03%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1398425 | PA      | $1163409.14   | 0.30%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                                | La Francaise des Jeux SACA                                                      | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116252.04    | 0.03%             | 2033-11-21      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                    | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    403000 | PA      | $362801.80    | 0.09%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4750000 | PA      | $4541816.05   | 1.19%             | 2054-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     70000 | PA      | $31215.10     | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GREAT CAN GAMING/RAPTOR                                                 | Great Canadian Gaming Corp/Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |    125000 | PA      | $122352.41    | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5793160 | PA      | $4819576.81   | 1.26%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                 | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    571000 | PA      | $507966.40    | 0.13%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                | Virgin Media Bristol LLC USD Term Loan N                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     19632 | PA      | $19359.82     | 0.01%             | 2028-01-31      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                       | First Franklin Mortgage Loan Trust 2006-FFH1                                    | CUSIP: 32027NZM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497076 | PA      | $487665.76    | 0.13%             | 2036-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD LLC                                                         | South Field LLC 2025 Term Loan C                                                | CUSIP: 83783XAE6<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |      1242 | PA      | $1247.15      | 0.00%             | 2031-08-29      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                               | Gainwell Acquisition Corp Term Loan B                                           | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     96465 | PA      | $92774.83     | 0.02%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7050000 | PA      | $6553493.18   | 1.71%             | 2054-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333675 | PA      | $324094.26    | 0.08%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $9261.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20212 | PA      | $18518.66     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156652 | PA      | $134656.23    | 0.04%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                    | FirstKey Homes 2020-SFR2 Trust                                                  | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $385508.21    | 0.10%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                | Consolidated Communications Inc                                                 | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126310.41    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                     | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |    160000 | PA      | $172472.21    | 0.05%             | 2026-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC 2nd Lien Term Loan                                              | CUSIP: 62984CAB9<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |     28134 | PA      | $6564.56      | 0.00%             | 2030-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936568 | PA      | $899212.97    | 0.24%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jersey City Municipal Utilities Authority                               | JERSEY CITY NJ MUNI UTILITIES AUTH                                              | CUSIP: 476624BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $277486.96    | 0.07%             | 2027-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                                    | Cross 2025-H4 Mortgage Trust                                                    | CUSIP: 22790AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1179921 | PA      | $1183775.72   | 0.31%             | 2070-06-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                              | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41527.03     | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    405000 | PA      | $416426.88    | 0.11%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-4740.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Corp Trust 2021-RPL1                              | CUSIP: 36261WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1129621 | PA      | $1066807.60   | 0.28%             | 2060-12-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| SHOWTIME ACQUISITION LLC                                                | Showtime Acquisition LLC 2024 1st Lien Term Loan                                | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |     53180 | PA      | $53579.09     | 0.01%             | 2031-08-13      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    385000 | PA      | $395208.27    | 0.10%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                    | Enel Finance International NV                                                   | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119530.82    | 0.03%             | 2043-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217887.14    | 0.06%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    940000 | PA      | $905609.62    | 0.24%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL INC                                                         | Oregon Tool Inc 2025 2nd Lien Term Loan                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     68346 | PA      | $55160.77     | 0.01%             | 2029-10-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                         | Impac CMB Trust Series 2005-1                                                   | CUSIP: 45254NML8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711120 | PA      | $674646.41    | 0.18%             | 2035-04-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                 | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                      | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61378.47     | 0.02%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    161000 | PA      | $95648.04     | 0.03%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    151255 | PA      | $131604.03    | 0.03%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $471724.71    | 0.12%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                 | Frontier Communications Holdings LLC                                            | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109000 | PA      | $115813.34    | 0.03%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| MVM ENERGETIKA ZRT                                                      | MVM Energetika Zrt                                                              | CUSIP: 000000000<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |    200000 | PA      | $206808.60    | 0.05%             | 2031-03-13      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DQTB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1572744 | PA      | $1464501.29   | 0.38%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47996.48     | 0.01%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |      5000 | PA      | $4285.81      | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    375000 | PA      | $380461.94    | 0.10%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I INC                                              | GC FERRY ACQUISITION I INC TERM LOAN                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27996 | PA      | $27470.92     | 0.01%             | 2032-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 2YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       416 | NC      | $332952.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 45 Senior Loan Fund                                                      | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700224.70    | 0.18%             | 2030-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                                         | CCRR Parent Inc Term Loan B                                                     | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13369 | PA      | $5280.77      | 0.00%             | 2028-03-06      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100660 | PA      | $95289.36     | 0.02%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                                        | UFC Holdings LLC 2024 Term Loan B                                               | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     18772 | PA      | $18833.39     | 0.00%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44383000 | PA      | $44552840.43  | 11.66%            | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                           | Blackrock Inc                                                                   | CUSIP: 000000000<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    280000 | PA      | $336567.17    | 0.09%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                              | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $63493.30     | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 31335BWR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356089 | PA      | $328124.94    | 0.09%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63537 | PA      | $58686.32     | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                   | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61541.77     | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                       | Magnetite XXV Ltd                                                               | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |    542877 | PA      | $542878.51    | 0.14%             | 2032-01-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| ELIA GROUP SA/NV                                                        | Elia Group SA/NV                                                                | CUSIP: 000000000<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $120002.08    | 0.03%             | 2031-06-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| MKT 2020-525M Mortgage Trust                                            | MKT 2020-525M Mortgage Trust                                                    | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $224046.93    | 0.06%             | 2040-02-12      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                          | DTI Holdco Inc 2025 Term Loan B                                                 | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |     19734 | PA      | $19469.44     | 0.01%             | 2029-04-26      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                             | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     45000 | PA      | $32858.12     | 0.01%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                                        | Grace Trust 2020-GRCE                                                           | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $791223.66    | 0.21%             | 2040-12-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $90298.58     | 0.02%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LLC                                         | Cologix Data Centers US Issuer LLC                                              | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1742470.38   | 0.46%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-4121.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2885484 | PA      | $2400556.70   | 0.63%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                | Great Outdoors Group LLC 2025 Term Loan B                                       | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-01-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                                 | Regatta 32 Funding Ltd                                                          | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $953163.50    | 0.25%             | 2038-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    427510 | PA      | $395673.76    | 0.10%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                      | Element Materials Technology Group US Holdings Inc 2022 USD Term Loan           | CUSIP: 000000000<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |     76193 | PA      | $76255.86     | 0.02%             | 2029-07-06      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                    | SMRT 2022-MINI                                                                  | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $615001.59    | 0.16%             | 2039-01-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                     | Artera Services LLC                                                             | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41636.06     | 0.01%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1224683 | PA      | $1174340.96   | 0.31%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                              | Grifols SA                                                                      | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $123186.12    | 0.03%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                   | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $350068.31    | 0.09%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248441 | PA      | $229440.17    | 0.06%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    290000 | PA      | $272940.91    | 0.07%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                     | GS Mortgage-Backed Securities Trust 2018-RPL1                                   | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411389 | PA      | $403333.77    | 0.11%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2019-2 Ltd                                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   1360504 | PA      | $1359796.31   | 0.36%             | 2032-08-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                                       | Amspec Parent LLC 2024 Delayed Draw Term Loan                                   | CUSIP: 03218AAC3<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |      1881 | PA      | $1888.25      | 0.00%             | 2031-12-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2007-7                                                   | CUSIP: 78444EAD1<br>LEI: 549300IZGFDRVV7YTH38 | Long             | ABS-O            | CORP              | US        |    236226 | PA      | $231959.72    | 0.06%             | 2022-01-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    495000 | PA      | $389683.17    | 0.10%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                   | Panama Government International Bonds                                           | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $194200.00    | 0.05%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corp                                                    | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76900.33     | 0.02%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                  | Flexential Issuer 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $442704.69    | 0.12%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                        | Getty Images Inc                                                                | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     12004 | PA      | $11913.97     | 0.00%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| E.ON SE                                                                 | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |    235000 | PA      | $279540.72    | 0.07%             | 2033-04-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AA BOND CO LTD                                                          | AA Bond Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 2138002EPF6QVRZBMC58 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $146139.83    | 0.04%             | 2028-01-31      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1576807 | PA      | $1522831.48   | 0.40%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1427390 | PA      | $1187506.64   | 0.31%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    363559 | PA      | $335802.80    | 0.09%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                     | Calpine Corporation 2024 Term Loan B10                                          | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     77322 | PA      | $77264.43     | 0.02%             | 2031-01-31      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108575 | PA      | $105457.61    | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                   | Amcor Finance USA Inc                                                           | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644584.80    | 0.17%             | 2026-04-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TBA CITIBANK COC                                                        | TBA CITIBANK COC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     10000 | NS      | $10000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QMZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1440453 | PA      | $1246568.84   | 0.33%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                                 | HPS Loan Management 2021-16 Ltd                                                 | CUSIP: 40440XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001352.00   | 0.26%             | 2035-01-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                 | Zayo Group Holdings Inc 2022 USD Incremental Term Loan B                        | CUSIP: 98919XAE1<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    359624 | PA      | $344713.96    | 0.09%             | 2027-03-09      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                            | Ares XXVII CLO Ltd                                                              | CUSIP: 00190YBR5<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |    790000 | PA      | $790318.37    | 0.21%             | 2034-10-28      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                                         | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                       | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     42522 | PA      | $42465.82     | 0.01%             | 2028-12-21      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214198.59    | 0.06%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30887.86     | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                                            | Deerfield Dakota Holding LLC 2020 USD Term Loan B                               | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     57353 | PA      | $55638.59     | 0.01%             | 2027-04-09      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5225000 | PA      | $4440579.63   | 1.16%             | 2054-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONSLOW BAY FINANCIAL LLC                                                | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1570747 | PA      | $1284358.20   | 0.34%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                      | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    677504 | PA      | $686317.94    | 0.18%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    380375 | PA      | $371009.24    | 0.10%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411383.21    | 0.11%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297272 | PA      | $274390.77    | 0.07%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247813.83    | 0.06%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-7104.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                    | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $459417.38    | 0.12%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                          | Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6                                | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    163157 | PA      | $163227.32    | 0.04%             | 2030-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $99597.89     | 0.03%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65130.75     | 0.02%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                           | TransDigm Inc 2023 Term Loan J                                                  | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     25915 | PA      | $25959.51     | 0.01%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                          | Barings CLO Ltd 2018-IV                                                         | CUSIP: 06760XAL8<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |    657331 | PA      | $657606.77    | 0.17%             | 2030-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                | American Assets Trust LP                                                        | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    180000 | PA      | $179879.96    | 0.05%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                         | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    960000 | PA      | $828909.97    | 0.22%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-4067.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2019-2                                                  | CUSIP: 05682LBA4<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |    470692 | PA      | $469300.46    | 0.12%             | 2032-10-17      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31414U3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5756 | PA      | $5958.61      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127749 | PA      | $120620.39    | 0.03%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                                                | Edgewater Generation LLC 2025 Repriced Term Loan                                | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    100000 | PA      | $100286.00    | 0.03%             | 2030-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                             | Kedrion SpA                                                                     | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |    220000 | PA      | $210548.10    | 0.06%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                        | COLT 2021-6 Mortgage Loan Trust                                                 | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    538374 | PA      | $488414.21    | 0.13%             | 2066-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                    | Lockheed Martin Corp                                                            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19931.26     | 0.01%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                  | AmeriGas Partners LP / AmeriGas Finance Corp                                    | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $102082.66    | 0.03%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FISERV FUNDING UNLTD CO                                                 | Fiserv Funding ULC                                                              | CUSIP: 000000000<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |    165000 | PA      | $193781.88    | 0.05%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                 | Grand Canyon University                                                         | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58191.82     | 0.02%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1523163 | PA      | $1210111.77   | 0.32%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                                     | Planet US Buyer LLC 2024 Term Loan B                                            | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |     25956 | PA      | $26047.30     | 0.01%             | 2031-02-07      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                    | ALPHA GENERATION LLC 2025 TERM LOAN B                                           | CUSIP: 000000000<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     83471 | PA      | $83297.65     | 0.02%             | 2031-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                               | First Horizon Mortgage Pass-Through Trust 2005-AR5                              | CUSIP: 32051GXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165844 | PA      | $131926.19    | 0.03%             | 2035-11-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    108102 | PA      | $108837.91    | 0.03%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $8564.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                              | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597294.61    | 0.16%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                                                 | PUG LLC 2024 Extended Term Loan B                                               | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     17854 | PA      | $17288.28     | 0.00%             | 2030-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                                         | DC Office Trust 2019-MTC                                                        | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $345366.60    | 0.09%             | 2045-09-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                | Angel Oak Mortgage Trust 2021-7                                                 | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173725 | PA      | $150237.73    | 0.04%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DPSK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    452525 | PA      | $434475.61    | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    585018 | PA      | $540823.43    | 0.14%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-9118.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Michaels Companies Inc                                                  | Michaels Companies Inc 2021 Term Loan B                                         | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |    230400 | PA      | $192623.62    | 0.05%             | 2028-04-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Red Ventures LLC                                                        | Red Ventures LLC 2024 Term Loan B                                               | CUSIP: 75703UAL9<br>LEI: 9845004G68FBD7FP1585 | Long             | LON              | CORP              | US        |     46193 | PA      | $39083.69     | 0.01%             | 2030-03-04      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                             | FIGRE Trust 2025-HE3                                                            | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1411887 | PA      | $1413600.67   | 0.37%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3137FGVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116651 | PA      | $102920.95    | 0.03%             | 2048-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126856.51    | 0.03%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                              | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    460000 | PA      | $462572.58    | 0.12%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                     | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    356000 | PA      | $308848.89    | 0.08%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                                              | FIXED INC CLEARING CORP.REPO                                                    | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  38445701 | PA      | $38445701.05  | 10.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58206.63     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Access Group Inc                                                        | Access Group Inc 2015-1                                                         | CUSIP: 00435TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187689 | PA      | $185392.19    | 0.05%             | 2056-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2021-1 Ltd                                                   | CUSIP: 77341KAA9<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851332.80    | 0.22%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC                                                   | DK Crown Holdings Inc 2025 Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21206 | PA      | $21126.20     | 0.01%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation                      | HDI Aerospace Intermediate Holding III Corporation Term Loan B                  | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |     45000 | PA      | $45000.00     | 0.01%             | 2032-02-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $3856.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SUY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63939 | PA      | $64774.48     | 0.02%             | 2047-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                   | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    385000 | PA      | $371700.14    | 0.10%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                | FHF Issuer Trust 2025-1                                                         | CUSIP: 30340RAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $401971.68    | 0.11%             | 2032-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                | Constellation Brands Inc                                                        | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1310723.90   | 0.34%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                               | IQVIA Inc 2025 Repriced Term Loan B                                             | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |     56211 | PA      | $56404.42     | 0.01%             | 2031-01-02      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | BDL26KEL2 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |   4340000 | NC      | $14174.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                   | CWABS Asset-Backed Certificates Trust 2004-7                                    | CUSIP: 126673DR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1311870 | PA      | $1265132.98   | 0.33%             | 2034-10-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                 | Public Service Co of Oklahoma                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84846.89     | 0.02%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                 | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    170000 | PA      | $109841.83    | 0.03%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105535.88    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176250 | PA      | $157427.84    | 0.04%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                | Visa Inc                                                                        | CUSIP: 000000000<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    120000 | PA      | $140958.71    | 0.04%             | 2044-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1151003 | PA      | $1130853.52   | 0.30%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    210000 | PA      | $217883.19    | 0.06%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                         | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $167376.89    | 0.04%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                      | Chase Mortgage Finance Trust Series 2007-A1                                     | CUSIP: 161630BK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164968 | PA      | $158415.14    | 0.04%             | 2037-03-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                   | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163210.57    | 0.04%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133KPYS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1413909 | PA      | $1317702.03   | 0.34%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                          | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51765.35     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                      | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $468386.90    | 0.12%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                  | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    110000 | PA      | $94063.77     | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                                                   | Lonza Finance International NV                                                  | CUSIP: 000000000<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |    155000 | PA      | $180825.78    | 0.05%             | 2034-09-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $447782.04    | 0.12%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc                                         | Advantage Sales & Marketing Inc 2024 Term Loan                                  | CUSIP: 00769EBA7<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |     47347 | PA      | $39305.75     | 0.01%             | 2027-10-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418AVE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81981 | PA      | $80082.23     | 0.02%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    635000 | PA      | $617151.19    | 0.16%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| California State University                                             | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $3991.73      | 0.00%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    389000 | PA      | $369777.53    | 0.10%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $4361.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                  | Rockford Tower CLO 2020-1 Ltd                                                   | CUSIP: 77341EBE4<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997563.00    | 0.26%             | 2036-01-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                               | Bausch & Lomb Corporation 2023 Incremental Term Loan                            | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     27702 | PA      | $27667.38     | 0.01%             | 2028-09-29      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                 | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5152.24      | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                 | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15775.23     | 0.00%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      2000 | PA      | $1796.93      | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| CELSIUS HOLDINGS INC                                                    | Celsius Holdings Inc Term Loan                                                  | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     31301 | PA      | $31449.43     | 0.01%             | 2032-04-01      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1456291 | PA      | $1212460.42   | 0.32%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chemours Company (The)                                                  | Chemours Company (The) 2023 USD Term Loan B                                     | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |     34722 | PA      | $34591.54     | 0.01%             | 2028-08-18      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                       | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $289107.89    | 0.08%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                        | AmWINS Group Inc 2025 Term Loan B                                               | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     66229 | PA      | $66240.69     | 0.02%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $252833.69    | 0.07%             | 2035-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC Mortgage Loan Trust                       | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-1                 | CUSIP: 251510DF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901552 | PA      | $876999.85    | 0.23%             | 2035-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55401.34     | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                 | American Home Mortgage Investment Trust 2005-1                                  | CUSIP: 02660TDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58490 | PA      | $58106.91     | 0.02%             | 2045-06-25      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    394000 | PA      | $386955.65    | 0.10%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWF40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    485220 | PA      | $465677.48    | 0.12%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XLP93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    796039 | PA      | $741874.18    | 0.19%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                        | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28029.53     | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95891.24     | 0.03%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1426115 | PA      | $1131672.89   | 0.30%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3950000 | PA      | $3670817.16   | 0.96%             | 2054-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                     | Altice Financing SA                                                             | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     35000 | PA      | $30100.00     | 0.01%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A1                                          | CUSIP: 42250UAD4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    101146 | PA      | $99376.11     | 0.03%             | 2027-08-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $4990.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                        | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11510.15     | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                          | Long Beach Mortgage Loan Trust 2006-9                                           | CUSIP: 54251WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5715805 | PA      | $1790983.93   | 0.47%             | 2036-10-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                     | JP Morgan Mortgage Acquisition Trust 2007-HE1                                   | CUSIP: 46630KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2354534 | PA      | $1553525.77   | 0.41%             | 2047-03-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                    | GCAT 2024-INV4 Trust                                                            | CUSIP: 367919AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555771 | PA      | $552275.79    | 0.14%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $3511.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                   | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    630000 | PA      | $654725.65    | 0.17%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                         | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59652.35     | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                             | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147783.85    | 0.04%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DS4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1602285 | PA      | $1495263.72   | 0.39%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                      | Alternative Loan Trust 2006-OA6                                                 | CUSIP: 12668BE33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680980 | PA      | $598118.02    | 0.16%             | 2046-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                           | NYC Commercial Mortgage Trust 2025-1155                                         | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701000 | PA      | $709115.97    | 0.19%             | 2042-06-10      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| TripAdvisor Inc                                                         | TripAdvisor Inc Term Loan                                                       | CUSIP: 89677NAE4<br>LEI: 549300XVG45PT5BART17 | Long             | LON              | CORP              | US        |     29596 | PA      | $29485.49     | 0.01%             | 2031-07-08      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26336 | PA      | $24160.82     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                  | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109094.58    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| TBA GOLDMAN SACHS BOC                                                   | TBA GOLDMAN SACHS BOC                                                           | CUSIP: 000000000<br>LEI: N/A                  | Short            | STIV             | CORP              | US        |   -280000 | NS      | $-280000.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    335000 | PA      | $295193.84    | 0.08%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    560000 | PA      | $576799.04    | 0.15%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10102.16     | 0.00%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                  | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $759310.48    | 0.20%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                   | Athene Global Funding                                                           | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131400.60    | 0.03%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |     19000 | PA      | $18236.56     | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                 | Bayer US Finance II LLC                                                         | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61461.09     | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63398 | PA      | $63537.37     | 0.02%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                    | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |    430000 | PA      | $363093.73    | 0.10%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $769167.00    | 0.20%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bills                                                             | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1055000 | PA      | $1052195.28   | 0.28%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                  | Sequoia Mortgage Trust 2025-6                                                   | CUSIP: 81749YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1505889.90   | 0.39%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1045169 | PA      | $902104.84    | 0.24%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BUND FUTURE SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -25 | NC      | $22346.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayer US Finance II LLC                                                 | Bayer US Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    698000 | PA      | $691500.33    | 0.18%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pelican Products Inc                                                    | Pelican Products Inc 2021 Term Loan                                             | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |     54596 | PA      | $47566.72     | 0.01%             | 2028-12-29      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                | BX Commercial Mortgage Trust 2022-CSMO                                          | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692000 | PA      | $695028.33    | 0.18%             | 2027-06-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |    376000 | PA      | $307420.61    | 0.08%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QQKN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1428510 | PA      | $1370975.34   | 0.36%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    415000 | PA      | $308656.25    | 0.08%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                        | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    502000 | PA      | $408173.95    | 0.11%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                | Cloud Software Group Inc 2024 1st Lien Term Loan B                              | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     37201 | PA      | $37226.03     | 0.01%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                            | Hudson Yards 2019-30HY Mortgage Trust                                           | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $361755.28    | 0.09%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                          | HarborView Mortgage Loan Trust 2006-10                                          | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1398630 | PA      | $1095924.25   | 0.29%             | 2036-11-19      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | BDL28N7H1 FWDP 2Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |  10020000 | NC      | $25400.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                                               | Cast and Crew Payroll LLC 2021 Incremental Term Loan                            | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |     15379 | PA      | $14516.92     | 0.00%             | 2028-12-29      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                   | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319226.83    | 0.08%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DS4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    825561 | PA      | $769386.82    | 0.20%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                       | Teva Pharmaceutical Finance Netherlands IV BV                                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     38000 | PA      | $38681.53     | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL                                                 | Severn Trent Utilities Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $201435.99    | 0.05%             | 2035-08-04      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYST EU                                                | American Medical Systems Europe BV                                              | CUSIP: 000000000<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |    320000 | PA      | $376335.65    | 0.10%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    219697 | PA      | $195527.17    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-415658.23   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden XXVI Senior Loan Fund                                                    | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |    294509 | PA      | $294817.19    | 0.08%             | 2029-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                   | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $224423.16    | 0.06%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                              | Clover CLO 2021-3 LLC                                                           | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $900414.00    | 0.24%             | 2035-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                                     | WEC US Holdings Ltd 2024 Term Loan                                              | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     37419 | PA      | $37416.07     | 0.01%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | BDL290Z14 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |  13690000 | NC      | $53993.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS INC                                                | BCPE Empire Holdings Inc 2025 Term Loan B                                       | CUSIP: 05550HAQ8<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |     43321 | PA      | $43028.30     | 0.01%             | 2030-12-11      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Opteum Mortgage Acceptance Corporation                                  | Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-4   | CUSIP: 68383NCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1436592 | PA      | $1399262.39   | 0.37%             | 2035-11-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400077.76    | 0.10%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                | Hudson Pacific Properties LP                                                    | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |     10000 | PA      | $9746.93      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae REMICS                                                               | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206652 | PA      | $182167.29    | 0.05%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $289642.63    | 0.08%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                  | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     60000 | PA      | $58041.42     | 0.02%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                    | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    160000 | PA      | $169231.03    | 0.04%             | 2030-10-08      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| TruGreen Limited Partnership                                            | TruGreen Limited Partnership 2020 Term Loan                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |     47880 | PA      | $45336.42     | 0.01%             | 2027-11-02      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    760000 | PA      | $712371.38    | 0.19%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                               | Structured Asset Mortgage Investments II Trust 2006-AR8                         | CUSIP: 86361WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1384531 | PA      | $1229510.55   | 0.32%             | 2036-10-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                    | Fortrea Holdings Inc                                                            | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45258.77     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3501498 | PA      | $3557949.15   | 0.93%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $3331.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383837.06    | 0.10%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Firstkey Homes Trust                                                    | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $971177.60    | 0.25%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 31335ALZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455403 | PA      | $435783.82    | 0.11%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    245000 | PA      | $267457.93    | 0.07%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                            | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    453000 | PA      | $404765.03    | 0.11%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                     | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    290000 | PA      | $265478.79    | 0.07%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                              | Morgan Stanley Capital I Inc Trust 2006-HE1                                     | CUSIP: 617451DR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609181 | PA      | $585491.96    | 0.15%             | 2036-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BALCAN INNOVATIONS INC                                                  | Balcan Innovations Inc Term Loan B                                              | CUSIP: 000000000<br>LEI: 549300C2CLNRVCUDIH93 | Long             | LON              | CORP              | CA        |     26910 | PA      | $24488.41     | 0.01%             | 2031-10-18      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138WLCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93089 | PA      | $88121.93     | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                              | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     30000 | PA      | $28839.81     | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                                 | Paraguay Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $198700.00    | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96178 | PA      | $93446.28     | 0.02%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133B6E89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1704370 | PA      | $1476560.69   | 0.39%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                    | Shell Finance US Inc                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $19271.47     | 0.01%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                                                | United Utilities Water Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800313INX42GDLR44 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117802.12    | 0.03%             | 2034-05-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153472 | PA      | $145283.66    | 0.04%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $45201.51     | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                            | CSMC 2018-RPL9 Trust                                                            | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603748 | PA      | $582143.23    | 0.15%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corporation                                                | Primo Brands Corporation 2025 Term Loan B                                       | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |      8130 | PA      | $8155.95      | 0.00%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| University of California                                                | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HJV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $239455.87    | 0.06%             | 2034-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LUX LP                                                      | Oregon Tool Lux LP                                                              | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     38304 | PA      | $21880.78     | 0.01%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Castle US Holding Corporation                                           | Castle US Holding Corporation 2025 USD FLSO Term Loan B1                        | CUSIP: 14852DAJ0<br>LEI: 254900VXLMLPIE9ID612 | Long             | LON              | CORP              | US        |     18810 | PA      | $10180.67     | 0.00%             | 2030-05-31      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-6205.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SNAP INC                                                                | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     66000 | PA      | $67724.31     | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC        | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $365718.66    | 0.10%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60616.33     | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6284 | PA      | $6357.06      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1377096 | PA      | $1145664.98   | 0.30%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                          | Transocean Inc                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     24000 | PA      | $24680.26     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38381RME6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123655 | PA      | $110922.44    | 0.03%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                 | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $779608.05    | 0.20%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA MAX HOLDING LLC                                              | ECI Macola Max Holding LLC 2024 Term Loan                                       | CUSIP: 26825UAM3<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |     20095 | PA      | $20183.45     | 0.01%             | 2030-05-09      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                            | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust  | CUSIP: 93934FKP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375912 | PA      | $358236.92    | 0.09%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179S5P8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    103731 | PA      | $104501.86    | 0.03%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                    | FLUTTER FINANCING BV 2025 TERM LOAN B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     56979 | PA      | $56907.37     | 0.01%             | 2032-06-04      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140KSYC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3139538 | PA      | $2494277.96   | 0.65%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    135000 | PA      | $104054.68    | 0.03%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418AYD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195627 | PA      | $188025.75    | 0.05%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XQN45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1041268 | PA      | $826283.19    | 0.22%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV SA/                                                | Anheuser-Busch InBev SA/NV                                                      | CUSIP: 000000000<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |    300000 | PA      | $346355.66    | 0.09%             | 2044-03-22      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2077 | PA      | $1975.80      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust                  | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1287934 | PA      | $1189781.27   | 0.31%             | 2045-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                          | KFC Holding Co 2021 Term Loan B                                                 | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |     38414 | PA      | $38570.12     | 0.01%             | 2028-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SB89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     81171 | PA      | $74988.58     | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                          | Opal Bidco SAS USD Term Loan B                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38130 | PA      | $38260.76     | 0.01%             | 2032-04-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     79000 | PA      | $76803.71     | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                    | Deephaven Residential Mortgage Trust 2021-4                                     | CUSIP: 24381JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1182769 | PA      | $1034791.92   | 0.27%             | 2066-11-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| BLACKHAWK NETWORK HOLDINGS INC                                          | Blackhawk Network Holdings Inc 2025 Term Loan B                                 | CUSIP: 09238FAM3<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |     45174 | PA      | $45386.12     | 0.01%             | 2029-03-12      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601544 | PA      | $535365.97    | 0.14%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EagleView Technology Corporation                                        | EagleView Technology Corporation 2018 Add On Term Loan B                        | CUSIP: 27004GAJ2<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |    118281 | PA      | $114880.87    | 0.03%             | 2025-08-14      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                         | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $203815.70    | 0.05%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50133 | PA      | $44779.41     | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                      | Alternative Loan Trust 2005-31                                                  | CUSIP: 12667GZB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    646495 | PA      | $583112.68    | 0.15%             | 2035-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions Inc                                        | 8th Avenue Food & Provisions Inc 2018 1st Lien Term Loan                        | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |      7147 | PA      | $7138.74      | 0.00%             | 2025-10-01      | Floating      | 10.25%                | No            |                  2 | On Loan: No      |
| NEP Group Inc                                                           | NEP Group Inc 2023 Term Loan B                                                  | CUSIP: 62908HAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     22409 | PA      | $20602.57     | 0.01%             | 2026-08-19      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                   | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10708.23     | 0.00%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                                     | Artera Services LLC 2024 Term Loan                                              | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |     36056 | PA      | $30065.29     | 0.01%             | 2031-02-15      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31412P3M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31606 | PA      | $31330.81     | 0.01%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co                                              | TCP Sunbelt Acquisition Co 2024 Term Loan B                                     | CUSIP: 87233DAB3<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |     34912 | PA      | $34912.50     | 0.01%             | 2031-10-24      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust                   | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166814 | PA      | $163806.84    | 0.04%             | 2045-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $2657.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                                         | Naked Juice LLC Term Loan                                                       | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    137887 | PA      | $46881.61     | 0.01%             | 2029-01-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                        | Bain Capital Credit CLO 2021-6 Ltd                                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $825495.00    | 0.22%             | 2034-10-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                                        | GVC Holdings (Gibraltar) Limited 2024 USD Term Loan B3                          | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |     21122 | PA      | $21185.92     | 0.01%             | 2029-10-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                 | Dryden 95 CLO Ltd                                                               | CUSIP: 262487AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    780000 | PA      | $779604.54    | 0.20%             | 2034-08-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38380Y2X2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    196753 | PA      | $176897.34    | 0.05%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                     | Station Casinos LLC 2024 Term Loan B                                            | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |     16261 | PA      | $16280.52     | 0.00%             | 2031-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                 | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74602.89     | 0.02%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115242.51    | 0.03%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148043 | PA      | $145497.21    | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                              | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    115000 | PA      | $105501.23    | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                           | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306926.59    | 0.08%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2012-1                                                   | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360774 | PA      | $348266.91    | 0.09%             | 2028-09-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2019354 | PA      | $2022496.02   | 0.53%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    570000 | PA      | $503736.92    | 0.13%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                 | Zayo Group Holdings Inc                                                         | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70333.24     | 0.02%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3137FKHV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14844 | PA      | $14774.99     | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $119899.86    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC                                                             | Magnite Inc 2025 Repriced Term Loan B                                           | CUSIP: 55955NAG3<br>LEI: 54930018FR2YX1HHSB02 | Long             | LON              | CORP              | US        |     43614 | PA      | $43668.66     | 0.01%             | 2031-02-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113076.75    | 0.03%             | 2029-01-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Aegis Asset Backed Securities Trust                                     | Aegis Asset Backed Securities Trust Mortgage Pass-Through Ctfs Ser 2005-4       | CUSIP: 00764MGH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549661 | PA      | $516400.31    | 0.14%             | 2035-10-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CBRE GI OPEN END FUND                                                   | CBRE Global Investors Open-Ended Funds SCA SICAV-SIF-Pan European Core Fund     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    140000 | PA      | $171944.16    | 0.04%             | 2034-03-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-6316.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                              | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                            | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $868765.00    | 0.23%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    205000 | PA      | $135073.41    | 0.04%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                                                 | Albion Financing 3 SARL 2025 USD Term Loan B                                    | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |      6737 | PA      | $6741.45      | 0.00%             | 2029-08-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $33885.71     | 0.01%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                      | BX Trust 2019-OC11                                                              | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $273893.43    | 0.07%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2024135 | PA      | $1942610.57   | 0.51%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140MNM37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463210 | PA      | $403033.83    | 0.11%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259864 | PA      | $240025.13    | 0.06%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                 | Belron Finance 2019 LLC 2024 USD Term Loan B                                    | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23344 | PA      | $23425.36     | 0.01%             | 2031-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                     | Calpine Corporation 2024 Term Loan B5                                           | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |    107424 | PA      | $107374.82    | 0.03%             | 2032-02-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9725000 | PA      | $9729581.45   | 2.55%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                | International Flavors & Fragrances Inc                                          | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21956.79     | 0.01%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                 | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150641.01    | 0.04%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66102.08     | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue | NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE                                  | CUSIP: 64971XYT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    560000 | PA      | $461483.51    | 0.12%             | 2034-11-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418AH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525832 | PA      | $492462.93    | 0.13%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18449000 | PA      | $18339543.93  | 4.80%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANTYLIA SCIENTIFIC                                                      | ANTYLIA SCIENTIFIC TERM LOAN                                                    | CUSIP: 12592HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36716 | PA      | $35690.44     | 0.01%             | 2032-05-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                       | Upbound Group Inc                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74193.21     | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                   | Tenet Healthcare Corp                                                           | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48400.01     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31415TFT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69353 | PA      | $71757.68     | 0.02%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     45000 | PA      | $43903.47     | 0.01%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $3978.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189158 | PA      | $178424.69    | 0.05%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BOBL FUTURE SEP25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -9 | NC      | $4121.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                  | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    405000 | PA      | $392858.61    | 0.10%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                     | Sirius XM Radio LLC                                                             | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19828.67     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US LONG BOND(CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        16 | NC      | $30500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19730000 | PA      | $19742329.28  | 5.17%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                  | BDL28NMY7 FWDP 5Y RTP SWAPTION                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              |  | US        |   4225000 | NC      | $25742.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                   | Hilton Domestic Operating Company Inc 2023 Term Loan B4                         | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    161709 | PA      | $162189.60    | 0.04%             | 2030-11-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133B5AN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1900809 | PA      | $1508359.20   | 0.39%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                            | Stryker Corp                                                                    | CUSIP: 000000000<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118328.09    | 0.03%             | 2032-09-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214461.44    | 0.06%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-6295.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| City of New York NY                                                     | NEW YORK NY                                                                     | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $524200.05    | 0.14%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                        | Delivery Hero SE 2024 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |     62345 | PA      | $62773.97     | 0.02%             | 2029-12-12      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                         | Star Parent Inc Term Loan B                                                     | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     16433 | PA      | $16263.17     | 0.00%             | 2030-09-27      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    934465 | PA      | $915988.80    | 0.24%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                 | Republic of South Africa Government International Bonds                         | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    250000 | PA      | $244551.41    | 0.06%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                        | GWT 2024-WLF2                                                                   | CUSIP: 362414AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    601000 | PA      | $602503.82    | 0.16%             | 2041-05-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III                                                  | Fresenius Medical Care US Finance III Inc                                       | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    340000 | PA      | $326869.08    | 0.09%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332655.31    | 0.09%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |     95000 | PA      | $88107.96     | 0.02%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC                                                 | Kestrel Acquisition LLC 2024 Term Loan B                                        | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |     18910 | PA      | $18869.57     | 0.00%             | 2031-11-06      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                   | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1275419.00   | 0.33%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6950000 | PA      | $5499186.11   | 1.44%             | 2054-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Modena Buyer LLC                                                        | Modena Buyer LLC Term Loan                                                      | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |     48150 | PA      | $46284.50     | 0.01%             | 2031-07-01      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                     | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    440000 | PA      | $444605.15    | 0.12%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                    | GCAT 2025-INV2 Trust                                                            | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1497449 | PA      | $1511546.59   | 0.40%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                 | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    182000 | PA      | $120561.34    | 0.03%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                    | BlueMountain CLO 2018-3 Ltd                                                     | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $802185.60    | 0.21%             | 2030-10-25      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| AMPRION GMBH                                                            | Amprion GmbH                                                                    | CUSIP: 000000000<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93623.72     | 0.02%             | 2033-09-23      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| MH SUB I LLC                                                            | MH Sub I LLC 2024 Term Loan B4                                                  | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     52833 | PA      | $45788.60     | 0.01%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463486 | PA      | $415001.85    | 0.11%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Telenet Financing USD LLC                                               | Telenet Financing USD LLC 2020 USD Term Loan AR                                 | CUSIP: 000000000<br>LEI: 213800BMPOX34U6DWN81 | Long             | LON              | CORP              | US        |     25828 | PA      | $25225.78     | 0.01%             | 2028-04-30      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                  | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAS5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $178305.71    | 0.05%             | 2031-06-09      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246644 | PA      | $227780.67    | 0.06%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    335000 | PA      | $343548.47    | 0.09%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                       | EURO-BUXL 30Y BND SEP25                                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -4 | NC      | $6590.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                    | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61045.92     | 0.02%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 5YR NOTE (CBT) SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       112 | NC      | $129462.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BCPE North Star US Holdco 2 Inc                                         | BCPE North Star US HoldCo 2 Inc Term Loan                                       | CUSIP: 05552DAD4<br>LEI: 254900AGB0JDUDNIJC95 | Long             | LON              | CORP              | US        |     40746 | PA      | $40135.21     | 0.01%             | 2028-06-09      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                  | SLM Student Loan Trust 2012-7                                                   | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393352 | PA      | $381303.39    | 0.10%             | 2026-05-26      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157627.82    | 0.04%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                        | Southern Veterinary Partners LLC 2024 1st Lien Term Loan                        | CUSIP: 84410HAN0<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     43284 | PA      | $43301.73     | 0.01%             | 2031-12-04      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197580.82    | 0.05%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN FINANCIAL SER                                                | Volkswagen Financial Services AG                                                | CUSIP: 000000000<br>LEI: 529900SSGT49ZZSWYE62 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $473504.37    | 0.12%             | 2031-11-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35750.07     | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63809 | PA      | $58928.68     | 0.02%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                                                    | Heathrow Funding Ltd                                                            | CUSIP: 000000000<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |    150000 | PA      | $174457.68    | 0.05%             | 2036-01-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1406887.17   | 0.37%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                 | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     38000 | PA      | $38806.40     | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                          | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    295000 | PA      | $131549.35    | 0.03%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                          | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76949.09     | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac REMICS                                                              | CUSIP: 3137BTEH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1749955 | PA      | $1402182.50   | 0.37%             | 2053-04-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                                 | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    795000 | PA      | $703248.29    | 0.18%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae                                                                      | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5625000 | PA      | $5523360.75   | 1.45%             | 2054-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                     | Worldline SA/France                                                             | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |     56000 | PA      | $76971.54     | 0.02%             | 2025-07-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                          | PMT Loan Trust 2024-INV1                                                        | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919646 | PA      | $915012.05    | 0.24%             | 2059-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                 | BDL26KEE8 SWAPTION                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              |  | US        |  10290000 | NC      | $12718.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                | Papa John's International Inc                                                   | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194207.62    | 0.05%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                               | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4825000 | PA      | $4728121.72   | 1.24%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500183 | PA      | $476134.35    | 0.12%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178692 | PA      | $165081.62    | 0.04%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93717.40     | 0.02%             | 2026-11-19      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                           | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    615000 | PA      | $619825.76    | 0.16%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| TransDigm Inc                                                           | TransDigm Inc 2024 Term Loan I                                                  | CUSIP: 89364MCC6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     28043 | PA      | $28133.37     | 0.01%             | 2028-08-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                  | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $62348.82     | 0.02%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    175000 | PA      | $133260.91    | 0.03%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-25329.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466108 | PA      | $369873.13    | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                   | Brazil Government International Bonds                                           | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $197912.05    | 0.05%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                                                   | Jane Street Group LLC 2024 Term Loan B1                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |     45764 | PA      | $45705.29     | 0.01%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                           | ModivCare Inc                                                                   | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    401100 | PA      | $112308.00    | 0.03%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                       | Japan Tobacco Inc                                                               | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $463112.54    | 0.12%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-8302.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38384JMH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    421878 | PA      | $421412.25    | 0.11%             | 2054-02-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                                | Consolidated Communications Inc                                                 | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65138.12     | 0.02%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75491 | PA      | $69586.39     | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    670155 | PA      | $531792.09    | 0.14%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                  | US 10YR ULTRA FUT SEP25                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -36 | NC      | $-64008.02    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH FIELD LLC                                                         | South Field LLC 2025 Term Loan B                                                | CUSIP: 83783XAD8<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     19321 | PA      | $19393.74     | 0.01%             | 2031-08-29      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                             | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-10182.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Government National Mortgage Association                                        | CUSIP: 38384PYX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    238804 | PA      | $238318.41    | 0.06%             | 2054-06-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                          | Sabre GLBL Inc 2024 Term Loan B1                                                | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     24711 | PA      | $24599.66     | 0.01%             | 2029-11-15      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $188196.22    | 0.05%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                         | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120261.31    | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESEARCH NOW GROUP INC                                                  | Research Now Group Inc 2024 First Lien Second Out Term Loan                     | CUSIP: 76100MAC4<br>LEI: 549300XTHJNIVC5Q8K50 | Long             | LON              | CORP              | US        |     19320 | PA      | $16993.85     | 0.00%             | 2028-10-15      | Floating      | 10.09%                | No            |                  2 | On Loan: No      |
| TENNET HOLDING BV                                                       | TenneT Holding BV                                                               | CUSIP: 000000000<br>LEI: 724500LTUWK3JQG63903 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $127560.85    | 0.03%             | 2042-10-28      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3764150 | PA      | $2986986.59   | 0.78%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                             | Freddie Mac Pool                                                                | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1843751 | PA      | $1545995.03   | 0.40%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC                                  | Genesys Cloud Services Holdings II LLC 2025 USD Term Loan B                     | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     21288 | PA      | $21272.20     | 0.01%             | 2032-01-30      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                                   | AMMC CLO 24 Ltd                                                                 | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $950277.40    | 0.25%             | 2035-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                               | Invitation Homes Operating Partnership LP 2024 Term Loan                        | CUSIP: 46187CAJ0<br>LEI: 549300147YMUQB3GW319 | Long             | LON              |  | US        |    288231 | PA      | $282466.73    | 0.07%             | 2028-09-09      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3138AGBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75414 | PA      | $76294.36     | 0.02%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QNDG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    991082 | PA      | $790484.84    | 0.21%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                              | Fannie Mae Pool                                                                 | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212188 | PA      | $203679.71    | 0.05%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | Healthpeak Properties Inc Term Loan A2                                          | CUSIP: 42250UAE2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | LON              |  | US        |    101146 | PA      | $99376.11     | 0.03%             | 2027-02-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                | Ginnie Mae II Pool                                                              | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30999 | PA      | $29288.37     | 0.01%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELO SACA                                                                | ELO SACA                                                                        | CUSIP: 000000000<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $109696.65    | 0.03%             | 2029-03-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                       | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                 | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $38049.12     | 0.01%             | 2033-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                        | IndyMac INDX Mortgage Loan Trust 2005-AR19                                      | CUSIP: 45660LXA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577076 | PA      | $436509.40    | 0.11%             | 2035-10-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-08

**Name of Applicant:** MML SERIES INVESTMENT FUND

**Signature:** Renee Hitchcock

**Name of Signer:** Renee Hitchcock

**Title:** CFO and Treasurer