# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0002071691-25-004167
**Filing Date:** 2025-10
**Character Count:** 1387368
**Document Hash:** 3f3a07bcd0f541f310de72c51db5cd06
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-004167.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0002071691-25-004167

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04236
- **FILM NUMBER:** 251429187

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20000721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP
- **DATE OF NAME CHANGE:** 19931105

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

## Series and Classes Contracts Data

### JPMorgan Core Plus Bond Fund (Series ID: S000003478)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000009620 | Class I      | HLIPX           |
| C000009621 | Class A      | ONIAX           |
| C000009623 | Class C      | OBDCX           |
| C000009624 | Class R6     | JCPUX           |
| C000070639 | Class R2     | JCPZX           |
| C000173236 | Class R3     | JCPPX           |
| C000173237 | Class R4     | JCPQX           |
| C000173238 | Class R5     | JCPYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust II

- **b. Investment Company Act file number:** 811-04236

- **c. CIK number of Registrant:** 0000763852

- **d. LEI of Registrant:** 549300IMXLYKELY96B40

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000003478

- **c. LEI of Series:** JW89OQCNJOLWVS3KT374

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

- **a. Date of fiscal year-end:** 2026-02-28

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $24706659210.17

**Total Liabilities:** $594882077.92

**Net Assets:** $24111777132.25

**Delayed Delivery Securities:** $46117238.65

**Cash Not Reported:** $30728.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 12011.22728000 | **1-Year:** 404314.03294000 | **5-Year:** 2741119.63374000 | **10-Year:** 3656514.39800000 | **30-Year:** 1110867.96066000

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

- **3-Month:** 12655.06371000 | **1-Year:** 376878.99120000 | **5-Year:** 904201.75438000 | **10-Year:** 233276.77866000 | **30-Year:** 62965.60127000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173238 | 1.66%                | -0.15%               | 1.39%                |
| Class ID C000070639 | 1.60%                | -0.20%               | 1.20%                |
| Class ID C000173237 | 1.65%                | -0.16%               | 1.24%                |
| Class ID C000009624 | 1.67%                | -0.14%               | 1.40%                |
| Class ID C000009623 | 1.57%                | -0.22%               | 1.30%                |
| Class ID C000009620 | 1.52%                | -0.15%               | 1.40%                |
| Class ID C000009621 | 1.64%                | -0.17%               | 1.37%                |
| Class ID C000173236 | 1.63%                | -0.18%               | 1.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $9494181.17              | $251850445.95                              |
| Month 2  | $-423036.62              | $-96359950.75                              |
| Month 3  | $7718463.30              | $177520028.17                              |

**Designated Index Information**

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

- **Index Identifier:** 1TRUSD0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FNMA                                                                 | FNMA, REMIC, Series 2005-53, Class CS                                                            | CUSIP: 31394DJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95138 | PA      | $4415.01       | 0.00%             | 2035-06-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                  | Medline Borrower LP, 1st Lien Term Loan                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    2221182 | PA      | $2220959.97    | 0.01%             | 2028-10-23      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Goodleap                                                             | Goodleap                                                                                         | CUSIP: N/A<br>LEI: 549300YN94MOAVYW0F52       | Long             | ABS-MBS          | CORP              | US        |    6189236 | PA      | $6350588.33    | 0.03%             | 2042-07-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                             | Sierra Timeshare Receivables Funding LLC, Series 2024-1A, Class D                                | CUSIP: 826935AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1012270 | PA      | $1039406.74    | 0.00%             | 2043-01-20      | Fixed         | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                               | Amkor Technology, Inc.                                                                           | CUSIP: 031652BK5<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    5583000 | PA      | $5577774.87    | 0.02%             | 2027-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3128M8T95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2220740 | PA      | $2264467.56    | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                  | Benin Government Bond                                                                            | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    2340000 | PA      | $2296452.60    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                               | Oportun Issuance Trust, Series 2022-A, Class C                                                   | CUSIP: 68378NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5340000 | PA      | $5435569.98    | 0.02%             | 2031-06-09      | Fixed         | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Wolf Energy Asset Issuer LLC                                         | Wolf Energy Asset Issuer LLC                                                                     | CUSIP: 977701AE1<br>LEI: 254900JUY1UOGKD5MA90 | Long             | ABS-O            | CORP              | US        |    7812678 | PA      | $7812677.74    | 0.03%             | 2050-07-25      | Variable      | 5.70%                 | No            |                  3 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co., Series 06-E                                                      | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     437000 | PA      | $432870.79     | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140X8XH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21625352 | PA      | $17432052.86   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co.                                           | Potomac Electric Power Co.                                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     350000 | PA      | $390497.90     | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                   | British Airways Pass-Through Trust, Series 2018-1, Class A                                       | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1195610 | PA      | $1153606.97    | 0.00%             | 2031-09-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                      | Nordstrom, Inc.                                                                                  | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    3087000 | PA      | $2842921.41    | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11926000 | PA      | $10406392.54   | 0.04%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3128M9LU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1970867 | PA      | $1809190.09    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138EN2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2010107 | PA      | $2030151.09    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HINNT LLC                                                            | HINNT LLC, Series 2022-A, Class E                                                                | CUSIP: 40486JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     959331 | PA      | $936717.48     | 0.00%             | 2041-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3852, Class TP                                                              | CUSIP: 3137ABB59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72064 | PA      | $72700.93      | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                                           | Garda World Security Corp.                                                                       | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    1826000 | PA      | $1812937.16    | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                               | Sonic Automotive, Inc.                                                                           | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    2952000 | PA      | $2869681.12    | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                  | Owens & Minor, Inc.                                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    4466000 | PA      | $3873953.10    | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LER60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7260233 | PA      | $6832635.86    | 0.03%             | 2031-08-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132H1AK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     185750 | PA      | $182602.15     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                               | TotalEnergies Capital International SA                                                           | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    4998000 | PA      | $3514982.29    | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                          | ONEOK, Inc.                                                                                      | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9205000 | PA      | $8442000.04    | 0.04%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2007-22, Class SC                                                            | CUSIP: 31396PU90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4530 | PA      | $143.50        | 0.00%             | 2037-03-25      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                    | Corp. Nacional del Cobre de Chile                                                                | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    2062000 | PA      | $2181596.00    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                            | SCF Equipment Leasing LLC, Series 2022-1A, Class F                                               | CUSIP: 784033AN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7056000 | PA      | $6962624.42    | 0.03%             | 2032-07-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2003-91, Class SD                                                            | CUSIP: 31393EQX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1969 | PA      | $2048.23       | 0.00%             | 2033-09-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies BV                                              | Sensata Technologies BV                                                                          | CUSIP: 81725WAL7<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |    1980000 | PA      | $1997188.38    | 0.01%             | 2030-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets plc                                                  | NatWest Markets plc                                                                              | CUSIP: 63906YAP3<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   16190000 | PA      | $16646004.79   | 0.07%             | 2030-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140J8CB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11428242 | PA      | $10890646.11   | 0.05%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2017-KL1P, Class BP                                                 | CUSIP: 35708RAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12893695 | PA      | $12761044.67   | 0.05%             | 2025-10-25      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                              | KeyCorp                                                                                          | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   12620000 | PA      | $12909513.65   | 0.05%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                  | Societe Generale SA                                                                              | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13035000 | PA      | $13349118.34   | 0.06%             | 2031-05-22      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Cars Net Lease Mortgage Notes                                        | Cars Net Lease Mortgage Notes, Series 2020-1A, Class A3                                          | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5498946 | PA      | $5211072.49    | 0.02%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617YMMZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5004875 | PA      | $4647572.96    | 0.02%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3031, Class BN                                                              | CUSIP: 31396AAM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     158630 | PA      | $173196.71     | 0.00%             | 2035-08-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KC07, Class C                                                  | CUSIP: 302988AN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27300000 | PA      | $22760968.23   | 0.09%             | 2029-10-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NMG, Inc.                                                            | NMG, Inc.                                                                                        | CUSIP: 62929P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1620 | NS      | $201690.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                               | Merrill Lynch Mortgage Investors Trust, Series 2004-D, Class A3                                  | CUSIP: 59020UGH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9845 | PA      | $9569.89       | 0.00%             | 2029-09-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2013-H04, Class BA                                                                  | CUSIP: 38375BK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5406 | PA      | $5125.88       | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-2, Class HB                               | CUSIP: 35563PBG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12000000 | PA      | $9748599.60    | 0.04%             | 2056-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31296MMQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13432 | PA      | $13138.19      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                         | Barclays plc                                                                                     | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   26660000 | PA      | $27087464.04   | 0.11%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                            | Standard Industries, Inc.                                                                        | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6254000 | PA      | $5993084.37    | 0.02%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Biogen, Inc.                                                         | Biogen, Inc.                                                                                     | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9103889.90    | 0.04%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                           | AT&T, Inc.                                                                                       | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8370000 | PA      | $8415575.82    | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC Trust, Whole Loan, Series 2002-W10                                                   | CUSIP: 31392ET34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1078176 | PA      | $42232.91      | 0.00%             | 2042-08-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLMC                                                           | FNMA/FHLMC UMBS, Single Family, 30 Year                                                          | CUSIP: 01F042699<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   66890000 | PA      | $64328615.34   | 0.27%             | 2055-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138W9GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4108529 | PA      | $3852010.31    | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3292, Class DO                                                              | CUSIP: 31397FRF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23659 | PA      | $21108.85      | 0.00%             | 2037-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                  | Constellation Energy Generation LLC                                                              | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1482000 | PA      | $1454722.03    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HPKE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2241276 | PA      | $2272444.91    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                               | BWX Technologies, Inc.                                                                           | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     675000 | PA      | $659412.02     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140JWVW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2661135 | PA      | $2431537.93    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                               | Alternative Loan Trust, Series 2005-54CB, Class 1A11                                             | CUSIP: 12668APD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440469 | PA      | $337768.94     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140W2BY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7866847 | PA      | $7611378.76    | 0.03%             | 2054-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                  | Nexstar Media, Inc.                                                                              | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    7491000 | PA      | $7482879.01    | 0.03%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Accenture Capital, Inc.                                              | Accenture Capital, Inc.                                                                          | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $5220506.88    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                               | Norfolk Southern Corp.                                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     971000 | PA      | $748136.54     | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NorthRiver Midstream Finance LP                                      | NorthRiver Midstream Finance LP, 1st Lien Term Loan B                                            | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |    4435195 | PA      | $4437280.00    | 0.02%             | 2030-08-16      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                         | Zoetis, Inc.                                                                                     | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    6230000 | PA      | $6204538.80    | 0.03%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home RE Ltd.                                                         | Home RE Ltd., Series 2022-1, Class M1C                                                           | CUSIP: 43730GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   17156753 | PA      | $17778961.56   | 0.07%             | 2034-10-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                          | Adient Global Holdings Ltd.                                                                      | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    2442000 | PA      | $2511496.88    | 0.01%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140GVND3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     955650 | PA      | $909651.75     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $4337464.42    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Corp.                                                | Gulfport Energy Corp.                                                                            | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      21972 | NS      | $3823787.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HAEL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4509832 | PA      | $4291631.80    | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bastion Funding LLC                                                  | Bastion Funding LLC, Series 2023-1A, Class B                                                     | CUSIP: 07030UAC6<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-O            | CORP              | US        |    8641818 | PA      | $8787000.72    | 0.04%             | 2038-04-25      | Fixed         | 8.06%                 | Yes           |                  3 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5145000 | PA      | $4043516.83    | 0.02%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3184, Class YO                                                              | CUSIP: 31396UYQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     185838 | PA      | $160392.51     | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9708000 | PA      | $9627792.80    | 0.04%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                       | Carnival Corp.                                                                                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2600000 | PA      | $2665377.00    | 0.01%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| RFT TRUST                                                            | RFT TRUST, Series 2024-2, Class A1                                                               | CUSIP: 76201AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20563858 | PA      | $20542266.00   | 0.09%             | 2028-09-27      | Variable      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                  | Expand Energy Corp.                                                                              | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   10284000 | PA      | $10395941.34   | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $953774.37     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LBZA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42227395 | PA      | $36820676.20   | 0.15%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VOLT XCIV LLC                                                        | VOLT XCIV LLC, Series 2021-NPL3, Class A1                                                        | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     240764 | PA      | $240655.02     | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3643842.11    | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K122, Class X2B                                                | CUSIP: 30318BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  200000000 | PA      | $816460.00     | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                      | Principal Financial Group, Inc.                                                                  | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1995527.52    | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                         | Ardagh Packaging Finance plc                                                                     | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1725000 | PA      | $760035.00     | 0.00%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                    | Merck & Co., Inc.                                                                                | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $1662234.26    | 0.01%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3546, Class A                                                               | CUSIP: 31398E3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      26703 | PA      | $27160.48      | 0.00%             | 2039-02-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GAM Re-REMIC Trust                                                   | GAM Re-REMIC Trust, Series 2021-FRR1, Class 1D                                                   | CUSIP: 364614AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2134000 | PA      | $1883818.80    | 0.01%             | 2050-11-29      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2995, Class FT                                                              | CUSIP: 31395VM48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18602 | PA      | $18509.04      | 0.00%             | 2029-05-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617K1XL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3783160 | PA      | $3822908.42    | 0.02%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Prime Money Market Fund                                     | JPMorgan Prime Money Market Fund, Class Institutional                                            | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        | 1837620331 | NS      | $1838355379.04 | 7.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                                | Matador Resources Co.                                                                            | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     220000 | PA      | $225097.84     | 0.00%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                    | Clarios Global LP                                                                                | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     688000 | PA      | $703356.16     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                             | Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-SD1, Class M1                              | CUSIP: 61746RCF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      36162 | PA      | $35753.52      | 0.00%             | 2033-03-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 20 Year                                                                               | CUSIP: 3140XF3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9896853 | PA      | $8998666.69    | 0.04%             | 2042-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                    | NatWest Group plc                                                                                | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    7263000 | PA      | $7282440.22    | 0.03%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Diversified ABS LLC                                                  | Diversified ABS LLC, Series 2025-1A, Class B                                                     | CUSIP: 255126AE4<br>LEI: 2549000V3WDZQQ691H02 | Long             | ABS-O            | CORP              | US        |   29772115 | PA      | $30031132.69   | 0.12%             | 2045-02-28      | Fixed         | 10.40%                | Yes           |                  3 | On Loan: No      |
| FMC GMSR Issuer Trust                                                | FMC GMSR Issuer Trust, Series 2022-GT1, Class A                                                  | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9707447 | PA      | $9789614.71    | 0.04%             | 2027-04-25      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9054000 | PA      | $7190044.60    | 0.03%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                         | Hess Midstream Operations LP                                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1396000 | PA      | $1419401.15    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, STRIPS, Series 406                                                                        | CUSIP: 3133Q3G96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13878390 | PA      | $11537928.68   | 0.05%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                                 | Xerox Holdings Corp.                                                                             | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $1966273.44    | 0.01%             | 2029-11-30      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                   | United Rentals North America, Inc.                                                               | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $4037203.80    | 0.02%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                     | ABN AMRO Bank NV                                                                                 | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    6900000 | PA      | $6511966.91    | 0.03%             | 2029-12-13      | Variable      | 2.47%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                               | Arab Republic of Egypt                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    2500000 | PA      | $2278900.00    | 0.01%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                         | National Australia Bank Ltd.                                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    4616000 | PA      | $4152690.46    | 0.02%             | 2030-08-21      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                             | SCE Recovery Funding LLC, Series A-2                                                             | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     311000 | PA      | $292873.73     | 0.00%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                         | Tallgrass Energy Partners LP                                                                     | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3607000 | PA      | $3602464.56    | 0.01%             | 2027-03-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1262000 | PA      | $1110043.55    | 0.00%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XLBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6800289 | PA      | $5719173.72    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3059, Class B                                                               | CUSIP: 31396CDL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        302 | PA      | $294.94        | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                                  | Realty Income Corp.                                                                              | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1068000 | PA      | $876300.90     | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3618LEU75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30877524 | PA      | $32052755.29   | 0.13%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                       | Rite Aid Corp., Series B                                                                         | CUSIP: 767754CT9<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     512398 | PA      | $0.01          | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2022-SFR3, Class F2                                                 | CUSIP: 33768EAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6469000 | PA      | $6076976.01    | 0.03%             | 2038-07-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Sensata Technologies, Inc.                                           | Sensata Technologies, Inc.                                                                       | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $6326151.13    | 0.03%             | 2032-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                      | NCR Voyix Corp.                                                                                  | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    5387000 | PA      | $5310685.06    | 0.02%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                | Kioxia Holdings Corp.                                                                            | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    2504000 | PA      | $2505675.18    | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                               | Cascade MH Asset Trust, Series 2021-MH1, Class B1                                                | CUSIP: 14731QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2069932.00    | 0.01%             | 2046-02-25      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd.                                         | Glencore Finance Canada Ltd.                                                                     | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      98000 | PA      | $108805.74     | 0.00%             | 2037-11-15      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Trinidad Generation UnLtd                                            | Trinidad Generation UnLtd                                                                        | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    3473000 | PA      | $3642100.37    | 0.02%             | 2033-06-16      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Ecuador                                                  | Republic of Ecuador                                                                              | CUSIP: 27927IAE3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    5490000 | PA      | $4946490.00    | 0.02%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2980, Class QB                                                              | CUSIP: 31395UEH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12462 | PA      | $13246.06      | 0.00%             | 2035-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3611                                                                        | CUSIP: 31398LSE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21862 | PA      | $19431.01      | 0.00%             | 2034-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140Q7L47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4627736 | PA      | $4538798.14    | 0.02%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                                            | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                                             | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56787104 | PA      | $57141506.78   | 0.24%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                            | Seagate Data Storage Technology Pte. Ltd.                                                        | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    3545000 | PA      | $3231288.20    | 0.01%             | 2031-01-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                         | Flex Intermediate Holdco LLC                                                                     | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     924000 | PA      | $844426.88     | 0.00%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                      | Permian Resources Operating LLC                                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1685789.62    | 0.01%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa                                             | Republic of South Africa                                                                         | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2000000 | PA      | $1829000.00    | 0.01%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MFA Trust                                                            | MFA Trust, Series 2024-NPL1, Class A1                                                            | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11290119 | PA      | $11346228.75   | 0.05%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-KW06, Class X2A                                                | CUSIP: 30306WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  103311578 | PA      | $207088.06     | 0.00%             | 2028-06-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Oportun Issuance Trust                                               | Oportun Issuance Trust, Series 2021-B, Class C                                                   | CUSIP: 68377GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2776279 | PA      | $2745319.29    | 0.01%             | 2031-05-08      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8999000 | PA      | $9329262.13    | 0.04%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                        | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4331000 | PA      | $4332754.06    | 0.02%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                  | Post Holdings, Inc.                                                                              | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1480389.22    | 0.01%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                   | Banco Santander SA                                                                               | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15000000 | PA      | $16604684.55   | 0.07%             | 2028-11-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Diversified ABS Phase VIII LLC                                       | Diversified ABS Phase LLC, Series 2024-1A, Class A2                                              | CUSIP: 255123AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20402725 | PA      | $20603487.81   | 0.09%             | 2044-05-30      | Fixed         | 7.67%                 | Yes           |                  3 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                        | Berkshire Hathaway Energy Co.                                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1412345.95    | 0.01%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2021-SFR3, Class F2                                                 | CUSIP: 33768JAS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9294000 | PA      | $8993732.24    | 0.04%             | 2038-12-17      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                        | Air Canada Pass-Through Trust, Series 2015-2, Class AA                                           | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     604496 | PA      | $589921.30     | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Rcfii Baml Frn                                                       | Rcfii Baml Frn                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    4184525 | PA      | $4168833.49    | 0.02%             | 2025-12-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $3408501.01    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| vMobo, Inc.                                                          | vMobo, Inc.                                                                                      | CUSIP: 91834VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   55000000 | PA      | $53042000.00   | 0.22%             | 2027-07-18      | Fixed         | 9.46%                 | No            |                  3 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                       | Lehman Brothers Holdings, Inc.                                                                   | CUSIP: 524ESCB90<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |     295000 | PA      | $265.50        | 0.00%             | 2015-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                               | Republic of Paraguay                                                                             | CUSIP: 699149AN0<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    7140000 | PA      | $7414890.00    | 0.03%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                                          | Apple, Inc.                                                                                      | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     971000 | PA      | $765420.84     | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418AVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1108397 | PA      | $1067586.27    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2011-19, Class ZY                                                            | CUSIP: 31397QP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80286 | PA      | $86127.47      | 0.00%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                    | Uzbekneftegaz JSC                                                                                | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    2500000 | PA      | $2357775.00    | 0.01%             | 2028-11-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                             | UnitedHealth Group, Inc.                                                                         | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     782000 | PA      | $544431.53     | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                   | Banco Santander SA                                                                               | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2600000 | PA      | $2721030.10    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                             | Republic of South Africa                                                                         | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    6371000 | PA      | $6160534.02    | 0.03%             | 2054-11-19      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| CF Industries, Inc.                                                  | CF Industries, Inc.                                                                              | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    2063000 | PA      | $1844492.45    | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                     | Burlington Northern Santa Fe LLC                                                                 | CUSIP: 12189TAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      98000 | PA      | $107072.89     | 0.00%             | 2029-05-13      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                            | Duke Energy Carolinas LLC                                                                        | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     971000 | PA      | $727974.94     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                               | Standard Chartered plc                                                                           | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    9999000 | PA      | $10691130.78   | 0.04%             | 2028-11-16      | Variable      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Goodgreen Trust                                                      | Goodgreen Trust, Series 2017-1A, Class A                                                         | CUSIP: 38217VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     592016 | PA      | $545968.52     | 0.00%             | 2052-10-15      | Fixed         | 3.74%                 | Yes           |                  3 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   11604000 | PA      | $12325850.61   | 0.05%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-K92, Class D                                                   | CUSIP: 302973AL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76851516 | PA      | $57248869.17   | 0.24%             | 2052-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                  | Exeter Automobile Receivables Trust, Series 2023-2A, Class E                                     | CUSIP: 30168CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6137000 | PA      | $6695789.19    | 0.03%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                | Albertsons Cos., Inc.                                                                            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2025127.53    | 0.01%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                          | Federation des Caisses Desjardins du Quebec                                                      | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    4886000 | PA      | $5054859.28    | 0.02%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7165000 | PA      | $6327651.60    | 0.03%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                       | NiSource, Inc.                                                                                   | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     657000 | PA      | $683141.37     | 0.00%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                         | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3429968.85    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140X3BD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5030708 | PA      | $4643207.62    | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                 | Coterra Energy, Inc.                                                                             | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2806035.21    | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                      | CoreVest American Finance Trust, Series 2020-2, Class A                                          | CUSIP: 21872VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     164739 | PA      | $163932.26     | 0.00%             | 2052-05-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                          | Crescent Energy Finance LLC                                                                      | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1184254.10    | 0.00%             | 2034-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                       | NNN REIT, Inc.                                                                                   | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     777000 | PA      | $778007.59     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC Trust, Whole Loan, Series 2001-W3, Class A                                           | CUSIP: 3139216F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80423 | PA      | $80421.62      | 0.00%             | 2041-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2018-M7, Class A2                                                              | CUSIP: 3136B1K86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25960815 | PA      | $25393929.02   | 0.11%             | 2028-03-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132H7EG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1982969 | PA      | $1887818.96    | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                           | Allison Transmission, Inc.                                                                       | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    3519000 | PA      | $3546423.57    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                            | Tucson Electric Power Co.                                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2597000 | PA      | $2443672.39    | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                                  | BMD2 Re-REMIC Trust, Series 2019-FRR1, Class 1A5                                                 | CUSIP: 055631CT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     509857 | PA      | $508132.87     | 0.00%             | 2052-05-25      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                        | Bridgecrest Lending Auto Securitization Trust, Series 2024-3, Class E                            | CUSIP: 10805NAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32500000 | PA      | $33882754.75   | 0.14%             | 2031-04-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                          | Block, Inc.                                                                                      | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    4826000 | PA      | $5000358.12    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp.                                               | Northrop Grumman Corp.                                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2476000 | PA      | $2202939.14    | 0.01%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2023-1, Class MT                               | CUSIP: 35563PK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21939289 | PA      | $18424998.48   | 0.08%             | 2062-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                   | HERO Funding Trust, Series 2016-3A, Class A1                                                     | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     425794 | PA      | $403199.02     | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | Yes           |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K81, Class D                                                   | CUSIP: 30297HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56700313 | PA      | $43447941.62   | 0.18%             | 2051-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2007-26, Class SC                                                                   | CUSIP: 38375KBN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      76983 | PA      | $2120.25       | 0.00%             | 2037-05-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2007-22, Class PK                                                                   | CUSIP: 38375JYC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     374152 | PA      | $379291.05     | 0.00%             | 2037-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                       | Piedmont Natural Gas Co., Inc.                                                                   | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     777000 | PA      | $757363.59     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCK Trust                                                           | ROCK Trust, Series 2024-CNTR, Class A                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15550000 | PA      | $16006507.57   | 0.07%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Southern Co. (The)                                                   | Southern Co. (The)                                                                               | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2089103.97    | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                       | Public Service Co. of Colorado                                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2573000 | PA      | $1963370.54    | 0.01%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3274, Class B                                                               | CUSIP: 31397F5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44939 | PA      | $46972.20      | 0.00%             | 2037-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140HYCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33381515 | PA      | $28989890.65   | 0.12%             | 2032-04-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140NP4Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18839537 | PA      | $19390785.44   | 0.08%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                | Wrangler Holdco Corp.                                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2084906.00    | 0.01%             | 2032-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                | FMC GMSR Issuer Trust, Series 2022-GT1, Class B                                                  | CUSIP: 30259RAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22424203 | PA      | $22722097.32   | 0.09%             | 2027-04-25      | Fixed         | 7.17%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                             | SCE Recovery Funding LLC, Series A-1                                                             | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     954380 | PA      | $937245.88     | 0.00%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2466, Class DH                                                              | CUSIP: 31392MM82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14627 | PA      | $15345.50      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                    | Alumina Pty. Ltd.                                                                                | CUSIP: 02220AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    2069000 | PA      | $2109976.55    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| US Auto Funding                                                      | US Auto Funding, Series 2021-1A, Class D                                                         | CUSIP: 90355EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10500000 | PA      | $187720.05     | 0.00%             | 2027-03-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                    | Venture Global Calcasieu Pass LLC                                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    7318000 | PA      | $6518923.43    | 0.03%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                             | Central Garden & Pet Co.                                                                         | CUSIP: 153527AN6<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |    2549000 | PA      | $2410952.79    | 0.01%             | 2030-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2007-16, Class KU                                                                   | CUSIP: 38373MC57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     229666 | PA      | $8648.79       | 0.00%             | 2037-04-20      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                  | Petroleos Mexicanos                                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2475000 | PA      | $2373401.25    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                        | Berkshire Hathaway Energy Co.                                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $962980.57     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132WEX80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     352166 | PA      | $326686.23     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                      | Eli Lilly & Co.                                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5270147.61    | 0.02%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    9368000 | PA      | $9697652.33    | 0.04%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                  | Lithia Motors, Inc.                                                                              | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     394000 | PA      | $390405.07     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                      | Santander UK Group Holdings plc                                                                  | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   32065000 | PA      | $32479887.43   | 0.13%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XKHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5465518 | PA      | $5284728.96    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                          | Prologis LP                                                                                      | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1457000 | PA      | $772268.43     | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                        | Hologic, Inc.                                                                                    | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    2313000 | PA      | $2209762.02    | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                           | Allison Transmission, Inc.                                                                       | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    2873000 | PA      | $2651590.53    | 0.01%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3331                                                                        | CUSIP: 31397J5M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18838 | PA      | $16286.35      | 0.00%             | 2037-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq                                                     | Republic of Iraq                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IQ        |    1187500 | PA      | $1178964.84    | 0.00%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31384ACQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16469 | PA      | $17062.54      | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates | Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-26A, Class 3A5 | CUSIP: 86359AS95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     193170 | PA      | $186793.55     | 0.00%             | 2033-09-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                                | Ahead DB Holdings LLC, 1st Lien Term Loan B-3                                                    | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    2843736 | PA      | $2844333.03    | 0.01%             | 2031-02-03      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2008-50, Class SA                                                                   | CUSIP: 38375QA58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     552684 | PA      | $33985.24      | 0.00%             | 2038-06-20      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617J77A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2328915 | PA      | $2344774.44    | 0.01%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202FT55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      36135 | PA      | $38502.53      | 0.00%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Varlik Fonu Yonetimi A/S                                     | Turkiye Varlik Fonu Yonetimi A/S                                                                 | CUSIP: N/A<br>LEI: 789000MAPAG7J8DI3112       | Long             | DBT              | NUSS              | TR        |    2000000 | PA      | $2112500.00    | 0.01%             | 2029-02-14      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2427000 | PA      | $2427415.26    | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                | Albertsons Cos., Inc.                                                                            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12488000 | PA      | $12411975.55   | 0.05%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                             | UnitedHealth Group, Inc.                                                                         | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   21410000 | PA      | $22147780.89   | 0.09%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                         | Exelon Corp.                                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    6710000 | PA      | $6930850.52    | 0.03%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1520, Class X3                | CUSIP: 3137FYTZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4319814 | PA      | $999162.61     | 0.00%             | 2039-04-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                        | Asbury Automotive Group, Inc.                                                                    | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $1171032.49    | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets plc                                               | BP Capital Markets plc                                                                           | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2246000 | PA      | $2243298.51    | 0.01%             | 2025-09-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                   | PG&E Wildfire Recovery Funding LLC, Series A-2                                                   | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1059000 | PA      | $1010443.20    | 0.00%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140JB2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10289622 | PA      | $8865539.61    | 0.04%             | 2061-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617K1XT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     853664 | PA      | $863405.62     | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                             | JBS USA Holding Lux SARL                                                                         | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    5910000 | PA      | $5233783.71    | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent Trust                                          | American Homes 4 Rent Trust, Series 2015-SFR2, Class D                                           | CUSIP: 02666BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $2244153.15    | 0.01%             | 2052-10-17      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Republic of Paraguay                                                 | Republic of Paraguay                                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    1400000 | PA      | $1380400.00    | 0.01%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                               | Mauser Packaging Solutions Holding Co.                                                           | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    4243000 | PA      | $4293504.43    | 0.02%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 15 Year                                                                               | CUSIP: 3140QCG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3342930 | PA      | $3294379.46    | 0.01%             | 2034-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2012-148, Class IE                                                           | CUSIP: 3136ABMM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1698548 | PA      | $130420.43     | 0.00%             | 2033-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                                    | NTT Finance Corp.                                                                                | CUSIP: 62954WAN5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    3500000 | PA      | $3598602.91    | 0.01%             | 2031-07-02      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2557, Class HL                                                              | CUSIP: 31393JLU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49405 | PA      | $49903.62      | 0.00%             | 2033-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                               | Tenet Healthcare Corp.                                                                           | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1322000 | PA      | $1318159.85    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                          | Terex Corp., 1st Lien Term Loan                                                                  | CUSIP: 88078FBQ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2618438 | PA      | $2620348.96    | 0.01%             | 2031-10-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                         | Avolon Holdings Funding Ltd.                                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   34030000 | PA      | $35306125.00   | 0.15%             | 2029-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                    | HSBC Holdings plc                                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5629000 | PA      | $5086365.53    | 0.02%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                       | Baltimore Gas and Electric Co.                                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    7576000 | PA      | $7806554.80    | 0.03%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, STRIPS, Series 383, Class 68                                                               | CUSIP: 3136FFQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34307 | PA      | $6991.83       | 0.00%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US, Inc.                                               | Shell Finance US, Inc.                                                                           | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2322692.03    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                  | American Axle & Manufacturing, Inc.                                                              | CUSIP: 02406PAU4<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    2146000 | PA      | $2156021.82    | 0.01%             | 2027-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   40850000 | PA      | $42071153.56   | 0.17%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                               | Lendmark Funding Trust, Series 2021-1A, Class D                                                  | CUSIP: 52607MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18000000 | PA      | $17186423.40   | 0.07%             | 2031-11-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Pfizer, Inc.                                                         | Pfizer, Inc.                                                                                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2619549.42    | 0.01%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2023-K752, Class X2B                                                | CUSIP: 30333RAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   90300000 | PA      | $354770.64     | 0.00%             | 2030-08-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-K92, Class X2A                                                 | CUSIP: 302973AU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  815941930 | PA      | $2231682.77    | 0.01%             | 2029-04-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2006-22, Class AO                                                            | CUSIP: 31395BA52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45277 | PA      | $40338.10      | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XBZX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10727294 | PA      | $9038295.64    | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                           | Allianz SE                                                                                       | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   12000000 | PA      | $12194412.00   | 0.05%             | 2054-09-03      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| LL ABS Trust                                                         | LL ABS Trust, Series 2022-1A, Class D                                                            | CUSIP: 50203YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4576586 | PA      | $4602836.50    | 0.02%             | 2029-11-15      | Fixed         | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                                              | Purewest ABS Issuer LLC, Series 2025-1, Class B                                                  | CUSIP: 74628AAC8<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |   33962756 | PA      | $33962755.85   | 0.14%             | 2040-04-05      | Fixed         | 10.28%                | Yes           |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140GVNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     775789 | PA      | $737849.23     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                        | Yinson Bergenia Production BV                                                                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    6022000 | PA      | $6311056.00    | 0.03%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Jonah                                                                | Jonah                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   16380917 | PA      | $16570936.09   | 0.07%             | 2037-11-10      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33418866 | PA      | $28050137.38   | 0.12%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KW10, Class B                                                  | CUSIP: 30298XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8901729 | PA      | $8259584.98    | 0.03%             | 2032-10-25      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132QWN62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     644735 | PA      | $597153.17     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10222000 | PA      | $8050153.02    | 0.03%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K116, Class X2B                                                | CUSIP: 30316LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  223000000 | PA      | $851659.30     | 0.00%             | 2052-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2019-1, Class AA                                      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1034803 | PA      | $1000867.30    | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6014000 | PA      | $6142360.23    | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| LP LMS Asset Securitization Trust                                    | LP LMS Asset Securitization Trust, Series 2021-2A, Class C                                       | CUSIP: 50214JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5144930 | PA      | $5093202.96    | 0.02%             | 2029-01-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                | Parker-Hannifin Corp.                                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     428000 | PA      | $469682.95     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                | Dominion Energy, Inc., Series F                                                                  | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     763000 | PA      | $772649.30     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Argentine Republic (The)                                             | Argentine Republic                                                                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    9840000 | PA      | $6238560.00    | 0.03%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63896200 | PA      | $55322627.69   | 0.23%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K116, Class X2A                                                | CUSIP: 30316LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  910324079 | PA      | $3194145.13    | 0.01%             | 2052-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140F8Q26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     761204 | PA      | $724697.86     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2019-H09, Class FA                                                                  | CUSIP: 38380LTJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5905674 | PA      | $5906461.13    | 0.02%             | 2069-05-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                | Gilead Sciences, Inc.                                                                            | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $1446613.06    | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202CWE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1153 | PA      | $1170.91       | 0.00%             | 2027-06-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                        | Six Flags Entertainment Corp.                                                                    | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2416000 | PA      | $2455262.42    | 0.01%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bastion Funding I LLC                                                | Bastion Funding I LLC, Series 2023-1A, Class A2                                                  | CUSIP: 07030UAA0<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-O            | CORP              | US        |   14739708 | PA      | $14836931.38   | 0.06%             | 2038-04-25      | Fixed         | 7.12%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140NMGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47922135 | PA      | $47274164.05   | 0.20%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                            | DH Europe Finance II SARL                                                                        | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    1360000 | PA      | $1098847.47    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                 | Macquarie Group Ltd.                                                                             | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     389000 | PA      | $350141.31     | 0.00%             | 2032-06-23      | Variable      | 2.69%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                               | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1764832.90    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC                                                  | Big River Steel LLC                                                                              | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2782486.80    | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2007-24, Class SA                                                                   | CUSIP: 38375J4W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     347024 | PA      | $19576.81      | 0.00%             | 2037-05-20      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2201, Class C                                                               | CUSIP: 3133TMGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5568 | PA      | $5698.96       | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140E5KY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     536477 | PA      | $496147.53     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                 | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2523000 | PA      | $2654596.05    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K83, Class D                                                   | CUSIP: 302958AS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33400000 | PA      | $25473672.32   | 0.11%             | 2051-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138EGM50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     240453 | PA      | $251189.22     | 0.00%             | 2036-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Accelerated LLC                                                      | Accelerated LLC, Series 2021-1H, Class D                                                         | CUSIP: 00439KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2358791 | PA      | $2169515.70    | 0.01%             | 2040-10-20      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47554400 | PA      | $45843556.28   | 0.19%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                              | Hyundai Capital America                                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1088000 | PA      | $1044208.22    | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2022-SFR2, Class E2                                                 | CUSIP: 33767PAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16525000 | PA      | $16089546.42   | 0.07%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                   | New Century Home Equity Loan Trust, Series 2003-5, Class AI6                                     | CUSIP: 64352VED9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160307 | PA      | $158764.50     | 0.00%             | 2033-11-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140E6S94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1912985 | PA      | $1822230.21    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                 | Royal Bank of Canada                                                                             | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     411000 | PA      | $411355.52     | 0.00%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140JUUS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     522519 | PA      | $495601.28     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2230000 | PA      | $2443943.97    | 0.01%             | 2028-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8002874 | PA      | $7505536.58    | 0.03%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140W0HF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56616136 | PA      | $52939538.36   | 0.22%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                            | Wyeth LLC                                                                                        | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    1068000 | PA      | $1139307.65    | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2610, Class UI                                                              | CUSIP: 31393QXU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70160 | PA      | $10266.12      | 0.00%             | 2033-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                             | WESCO Distribution, Inc.                                                                         | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2187807.79    | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                             | Sierra Timeshare Receivables Funding LLC, Series 2024-3A, Class D                                | CUSIP: 82653BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2885273 | PA      | $2910108.29    | 0.01%             | 2041-08-20      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                           | Mars, Inc.                                                                                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   33640000 | PA      | $33951865.68   | 0.14%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ABL                                                                  | ABL, Series 2024-RTL1, Class A1                                                                  | CUSIP: 00092EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9350000 | PA      | $9374401.63    | 0.04%             | 2029-09-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2008-49, Class PH                                                                   | CUSIP: 38375XGS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     390528 | PA      | $390993.83     | 0.00%             | 2038-06-20      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31381BDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        295 | PA      | $296.97        | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                  | Hilton Domestic Operating Co., Inc.                                                              | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2112000 | PA      | $2106180.60    | 0.01%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202FYP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80956 | PA      | $86133.51      | 0.00%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   13190000 | PA      | $13844901.70   | 0.06%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                          | Penske Truck Leasing Co. LP                                                                      | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4739843.13    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Credit One Ltd.                                                      | Credit One Ltd.                                                                                  | CUSIP: N/A<br>LEI: 984500DAE0FFZ45C8093       | Long             | ABS-MBS          | CORP              | NG        |   30000000 | PA      | $30450000.00   | 0.13%             | 2029-02-25      | Fixed         | 6.47%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31416BQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17465 | PA      | $18457.88      | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140FAJA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4060199 | PA      | $3754986.74    | 0.02%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1152000 | PA      | $640744.45     | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   24345000 | PA      | $21422062.86   | 0.09%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140HRRT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4380751 | PA      | $4366560.65    | 0.02%             | 2027-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                  | Post Holdings, Inc.                                                                              | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2092000 | PA      | $2149040.47    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3622ACP38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37315234 | PA      | $34405299.97   | 0.14%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust                                      | WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D                                        | CUSIP: 92937EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6445745 | PA      | $5609685.46    | 0.02%             | 2045-03-15      | Variable      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                                                 | Westgate Resorts LLC, Series 2023-1A, Class C                                                    | CUSIP: 96033EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2168902 | PA      | $2215551.35    | 0.01%             | 2037-12-20      | Fixed         | 7.49%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138EPV76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1171886 | PA      | $1167067.94    | 0.00%             | 2026-12-01      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                   | Credit Agricole SA                                                                               | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   12130000 | PA      | $12796108.40   | 0.05%             | 2029-10-03      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| RFT TRUST                                                            | RFT TRUST, Series 2024-2, Class A2                                                               | CUSIP: 76201AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33626687 | PA      | $33592757.99   | 0.14%             | 2028-09-27      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K152, Class A2                  | CUSIP: 3137BPVN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8584296 | PA      | $8175552.17    | 0.03%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Wolf Energy Asset Issuer LLC                                         | Wolf Energy Asset Issuer LLC                                                                     | CUSIP: 977701AG6<br>LEI: 254900JUY1UOGKD5MA90 | Long             | ABS-O            | CORP              | US        |    4497686 | PA      | $4497686.45    | 0.02%             | 2050-07-25      | Fixed         | 6.61%                 | No            |                  3 | On Loan: No      |
| Carvana Auto Receivables Trust                                       | Carvana Auto Receivables Trust, Series 2024-N3, Class D                                          | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19000000 | PA      | $19146336.10   | 0.08%             | 2030-12-10      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                        | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1864000 | PA      | $1861276.32    | 0.01%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                  | Newell Brands, Inc.                                                                              | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    4374000 | PA      | $4274148.14    | 0.02%             | 2036-04-01      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                              | Hyundai Capital America                                                                          | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $3975198.74    | 0.02%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                  | Petroleos Mexicanos                                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |   14305000 | PA      | $12199160.95   | 0.05%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                    | National Grid plc                                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    1800000 | PA      | $1852340.40    | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                  | Take-Two Interactive Software, Inc.                                                              | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    3301000 | PA      | $3426172.34    | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                | Gilead Sciences, Inc.                                                                            | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    6310000 | PA      | $5511422.55    | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2011-126, Class KB                                                           | CUSIP: 3136A2WC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5057688 | PA      | $4981085.20    | 0.02%             | 2041-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45879000 | PA      | $31457581.41   | 0.13%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LFT CRE Ltd.                                                         | LFT CRE Ltd., Series 2021-FL1, Class E                                                           | CUSIP: 50203JAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12134500 | PA      | $11918117.60   | 0.05%             | 2039-06-15      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                | FMC GMSR Issuer Trust, Series 2022-GT2, Class B                                                  | CUSIP: 30259RAQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22327128 | PA      | $23172723.32   | 0.10%             | 2027-07-25      | Fixed         | 10.07%                | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                  | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     628000 | PA      | $644360.13     | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DNB Bank ASA                                                         | DNB Bank ASA                                                                                     | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    1115000 | PA      | $1070540.33    | 0.00%             | 2028-03-30      | Variable      | 1.60%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                              | JPMorgan Mortgage Trust, Series 2004-S2, Class 4A5                                               | CUSIP: 466247JV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176516 | PA      | $163095.84     | 0.00%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                       | DISH DBS Corp.                                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6014000 | PA      | $5833806.91    | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2004-105, Class SN                                                                  | CUSIP: 38374KGQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     315150 | PA      | $5656.82       | 0.00%             | 2034-12-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3201, Class IN                                                              | CUSIP: 31397APP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80437 | PA      | $5627.07       | 0.00%             | 2036-08-15      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31417EMZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1440385 | PA      | $1315977.99    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                          | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3172000 | PA      | $3260194.29    | 0.01%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                            | South Bow USA Infrastructure Holdings LLC                                                        | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $4986491.88    | 0.02%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                          | Apple, Inc.                                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4385000 | PA      | $2690499.32    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LFE42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7344378 | PA      | $6584766.19    | 0.03%             | 2032-03-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Boyne USA, Inc.                                                      | Boyne USA, Inc.                                                                                  | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4417848.00    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418B4R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5285709 | PA      | $5038760.79    | 0.02%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class 14                                        | CUSIP: 31393YV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1796175 | PA      | $11093.90      | 0.00%             | 2044-02-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                        | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1                         | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12466 | PA      | $11704.66      | 0.00%             | 2034-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K107, Class D                                                  | CUSIP: 302982AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41998565 | PA      | $34155311.99   | 0.14%             | 2030-02-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28256000 | PA      | $27155937.41   | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                  | Constellation Energy Generation LLC                                                              | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1835580.42    | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                            | SCF Equipment Leasing LLC, Series 2023-1A, Class E                                               | CUSIP: 784024AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19500000 | PA      | $19547383.05   | 0.08%             | 2036-07-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TC Ziraat Bankasi A/S                                                | TC Ziraat Bankasi A/S                                                                            | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |    2641000 | PA      | $2707025.00    | 0.01%             | 2030-02-04      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                 | American Airlines Pass-Through Trust, Series 2015-2, Class A                                     | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1670948 | PA      | $1627492.49    | 0.01%             | 2027-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                          | Capital One Financial Corp.                                                                      | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $2033598.82    | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA Trust, Whole Loan, Series 2003-W6, Class 1A41                                               | CUSIP: 31393BT47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60326 | PA      | $61959.31      | 0.00%             | 2042-10-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2009-72, Class SM                                                                   | CUSIP: 38373AGM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     126663 | PA      | $10117.32      | 0.00%             | 2039-08-16      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                         | Hilton Grand Vacations Trust, Series 2020-AA, Class C                                            | CUSIP: 43285HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1631209 | PA      | $1652420.81    | 0.01%             | 2039-02-25      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCE SA                                                                                          | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3190000 | PA      | $3205817.26    | 0.01%             | 2027-01-18      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                              | GSR Mortgage Loan Trust, Series 2005-5F, Class 8A3                                               | CUSIP: 36242D7M9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4008 | PA      | $3873.82       | 0.00%             | 2035-06-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XJ6P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23441782 | PA      | $20540723.22   | 0.09%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VistaJet Pass Through Trust                                          | VistaJet Pass Through Trust, Series 2021-1C                                                      | CUSIP: 92841QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25252500 | PA      | $25210127.57   | 0.10%             | 2031-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     870000 | PA      | $858000.18     | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Commercial Credit, Inc.                                              | Commercial Credit, Inc., Series QIB                                                              | CUSIP: 201616AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23000000 | PA      | $23055341.68   | 0.10%             | 2030-08-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140LV6B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5248383 | PA      | $4587603.21    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Series 2025-MN11, Class M2                                                                | CUSIP: 35563YAB6<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |   15955000 | PA      | $15956541.25   | 0.07%             | 2045-07-25      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, STRIPS, Series 383, Class 86                                                               | CUSIP: 3136FFRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21071 | PA      | $3631.53       | 0.00%             | 2037-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Triad Properties Corp.                                               | Triad Properties Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   17479159 | PA      | $17479158.92   | 0.07%             | 2052-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                            | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1437898.35    | 0.01%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Technology in Housing Trust                                | Pagaya AI Technology in Housing Trust, Series 2023-1, Class E1                                   | CUSIP: 69547YAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26822000 | PA      | $24652684.92   | 0.10%             | 2040-10-25      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| NW Re-REMIC TRUST                                                    | NW Re-REMIC TRUST, Series 2021-FRR1, Class BK88                                                  | CUSIP: 62955LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8882314 | PA      | $7575298.37    | 0.03%             | 2051-12-18      | Variable      | 2.62%                 | Yes           |                  3 | On Loan: No      |
| Alabama Power Co.                                                    | Alabama Power Co.                                                                                | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1214000 | PA      | $1211186.96    | 0.01%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140JBTP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34670918 | PA      | $30228032.04   | 0.13%             | 2031-12-01      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                               | Lendmark Funding Trust, Series 2024-2A, Class E                                                  | CUSIP: 52590AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11827000 | PA      | $12238721.52   | 0.05%             | 2034-02-21      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LHPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12313309 | PA      | $12143324.30   | 0.05%             | 2027-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16408000 | PA      | $14808300.89   | 0.06%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2023-K752, Class D                                                  | CUSIP: 30333RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26400000 | PA      | $17480327.04   | 0.07%             | 2030-08-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                            | Sunoco LP                                                                                        | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1491000 | PA      | $1492200.26    | 0.01%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132WGS73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3706807 | PA      | $3431717.40    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                         | MASTR Alternative Loan Trust, Series 2004-7, Class 30                                            | CUSIP: 576434TQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13091 | PA      | $9340.64       | 0.00%             | 2034-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                 | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   12570000 | PA      | $13649131.36   | 0.06%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                      | Live Nation Entertainment, Inc.                                                                  | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    3411000 | PA      | $3446777.98    | 0.01%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2016-K56, Class B                                                   | CUSIP: 30289UAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3445173 | PA      | $3412697.08    | 0.01%             | 2049-06-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                            | First Student Bidco, Inc., 1st Lien Term Loan                                                    | CUSIP: 33718FAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2990043 | PA      | $2990043.05    | 0.01%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC                                                                                            | CUSIP: 3128NHQ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4014 | PA      | $4173.72       | 0.00%             | 2036-03-01      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                               | Dycom Industries, Inc.                                                                           | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |    2438000 | PA      | $2378261.69    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ohio Power Co.                                                       | Ohio Power Co., Series R                                                                         | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    6567000 | PA      | $3948035.48    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                      | Oncor Electric Delivery Co. LLC                                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     971000 | PA      | $635497.25     | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                  | Exeter Automobile Receivables Trust, Series 2022-3A, Class E                                     | CUSIP: 30166YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34500000 | PA      | $35913344.25   | 0.15%             | 2030-01-15      | Fixed         | 9.09%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3871310.91    | 0.02%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                               | Encompass Health Corp.                                                                           | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    1009000 | PA      | $999331.76     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                      | Santander UK Group Holdings plc                                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    4900000 | PA      | $4464867.70    | 0.02%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Lendingpoint SPE Trust                                               | Lendingpoint SPE Trust, Series 2020-VFN1, Class A2B1                                             | CUSIP: 52607AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      56485 | PA      | $55597.96      | 0.00%             | 2026-12-15      | Floating      | 9.21%                 | Yes           |                  3 | On Loan: No      |
| GMACM Mortgage Loan Trust                                            | GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4                                            | CUSIP: 36185N7E4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18202 | PA      | $17847.45      | 0.00%             | 2035-06-19      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                  | Iron Mountain, Inc.                                                                              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1457000 | PA      | $1432157.86    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                   | Banco Bilbao Vizcaya Argentaria SA                                                               | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   24600000 | PA      | $25444766.95   | 0.11%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Foundation (The)                                                | Ford Foundation (The), Series 2020                                                               | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $1621299.74    | 0.01%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                            | Northern States Power Co.                                                                        | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     702000 | PA      | $421516.13     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                  | Lithia Motors, Inc.                                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $2881458.14    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                      | Live Nation Entertainment, Inc.                                                                  | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $3850669.75    | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Oneslt                                                               | Oneslt                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | US        |   19959028 | PA      | $19959028.00   | 0.08%             | 2030-12-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2015-H02, Class HA                                                                  | CUSIP: 38375UUB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     188115 | PA      | $183484.31     | 0.00%             | 2065-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp., Series N                                                                  | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $4411957.63    | 0.02%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Grene Energy Senio                                                   | Grene Energy Senio                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    3374374 | PA      | $2762600.22    | 0.01%             | 2061-01-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-KSG1, Class C                                                  | CUSIP: 30316JAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19200000 | PA      | $12784391.04   | 0.05%             | 2030-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-KSG1, Class X2B                                                | CUSIP: 30316JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19200000 | PA      | $78046.08      | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                   | State Street Corp., Series I                                                                     | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2716804.13    | 0.01%             | 2029-03-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                                     | Clarivate Science Holdings Corp.                                                                 | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2182000 | PA      | $2105157.16    | 0.01%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-KW07, Class X2B                                                | CUSIP: 30297NAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16456509 | PA      | $41689.27      | 0.00%             | 2031-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6595044 | PA      | $5624216.91    | 0.02%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KW10, Class C                                                  | CUSIP: 30298XAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24000000 | PA      | $17018618.40   | 0.07%             | 2032-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury Ultra Bond                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       6976 | NC      | $-4887246.41   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   26420000 | PA      | $26673912.84   | 0.11%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617HNN39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4227642 | PA      | $4197363.66    | 0.02%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132QDFG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     504929 | PA      | $461944.03     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                               | Duke Energy Ohio, Inc.                                                                           | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    9542000 | PA      | $9830713.25    | 0.04%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132DN7F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15864382 | PA      | $15339629.15   | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCE SA                                                                                          | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2015000 | PA      | $1769710.36    | 0.01%             | 2032-01-20      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HKS90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     591824 | PA      | $599696.01     | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp.                                           | Carpenter Technology Corp.                                                                       | CUSIP: 144285AL7<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    4422000 | PA      | $4435159.87    | 0.02%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2009-12, Class IE                                                                   | CUSIP: 38374XPH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     150923 | PA      | $2943.82       | 0.00%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                              | Quikrete Holdings, Inc.                                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    5068000 | PA      | $5226886.87    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                                             | Diamondback Energy, Inc.                                                                         | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    5083000 | PA      | $3942921.07    | 0.02%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                      | CSAIL Commercial Mortgage Trust, Series 2015-C3, Class A4                                        | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     309885 | PA      | $308826.29     | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                           | AAdvantage Loyalty IP Ltd., 1st Lien Term Loan                                                   | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7846185 | PA      | $7818017.24    | 0.03%             | 2028-04-20      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K128, Class X3                  | CUSIP: 3137FYUM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12474070 | PA      | $1581699.60    | 0.01%             | 2031-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                 | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6515000 | PA      | $5968953.16    | 0.02%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QQD69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20890500 | PA      | $20726144.07   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LJKJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24268618 | PA      | $24133364.62   | 0.10%             | 2033-01-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                     | McDonald's Corp.                                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    7371000 | PA      | $6777184.35    | 0.03%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                          | ONEOK, Inc.                                                                                      | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   10152000 | PA      | $10925266.77   | 0.05%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| New York Life Insurance Co.                                          | New York Life Insurance Co.                                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     295000 | PA      | $332619.66     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K065, Class A2                  | CUSIP: 3137F1G44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6438950 | PA      | $6355991.21    | 0.03%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                    | Cigna Group (The)                                                                                | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3603723.50    | 0.01%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                  | Exeter Automobile Receivables Trust, Series 2022-2A, Class E                                     | CUSIP: 30166QAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33750000 | PA      | $33034790.25   | 0.14%             | 2029-10-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                  | Societe Generale SA                                                                              | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3018562.38    | 0.01%             | 2027-01-12      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LDUX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9825878 | PA      | $9693934.93    | 0.04%             | 2026-06-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Grantor Trust, Whole Loan, Series 2002-T19, Class A1                                       | CUSIP: 31392GVP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     221513 | PA      | $232625.61     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2009-112, Class ST                                                           | CUSIP: 31398GKH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161311 | PA      | $16864.76      | 0.00%             | 2040-01-25      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 4030, Class IL                                                              | CUSIP: 3137APLG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24813 | PA      | $230.23        | 0.00%             | 2027-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K155, Class C                                                  | CUSIP: 30296QAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36870688 | PA      | $19442407.85   | 0.08%             | 2033-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                  | Newell Brands, Inc.                                                                              | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1010884.83    | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A4                                        | CUSIP: 31392B6W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     256309 | PA      | $275024.92     | 0.00%             | 2041-12-25      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 20 Year                                                                        | CUSIP: 3128E53X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     925348 | PA      | $921561.27     | 0.00%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3495000 | PA      | $3451295.62    | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer LLC                                       | Elara HGV Timeshare Issuer LLC, Series 2021-A, Class D                                           | CUSIP: 28416LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1012224 | PA      | $957973.54     | 0.00%             | 2035-08-27      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2018-1, Class A                                       | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     808691 | PA      | $758957.10     | 0.00%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2007-7, Class EI                                                                    | CUSIP: 38375JJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     358554 | PA      | $22694.58      | 0.00%             | 2037-02-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2008-91, Class SI                                                            | CUSIP: 31397MB30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154763 | PA      | $6255.80       | 0.00%             | 2038-03-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                  | Kinetik Holdings LP                                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    7264000 | PA      | $7473326.69    | 0.03%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                             | Wynn Resorts Finance LLC                                                                         | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11711000 | PA      | $11688624.96   | 0.05%             | 2029-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                       | Public Service Co. of Oklahoma                                                                   | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    1292000 | PA      | $1319701.97    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                       | Rite Aid Corp.                                                                                   | CUSIP: 767754CR3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |     375791 | PA      | $0.00          | 0.00%             | 2031-08-30      | Variable      | 11.32%                | Yes           |                  3 | On Loan: No      |
| ILFC E-Capital Trust II                                              | ILFC E-Capital Trust II                                                                          | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    1015000 | PA      | $868435.32     | 0.00%             | 2065-12-21      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                 | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3270000 | PA      | $3402999.17    | 0.01%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                | FMC GMSR Issuer Trust, Series 2020-GT1, Class A                                                  | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14562000 | PA      | $14289243.55   | 0.06%             | 2026-01-25      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LGNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8038664 | PA      | $7868710.47    | 0.03%             | 2028-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ICITII                                                               | ICITII                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2435852 | PA      | $1935966.31    | 0.01%             | 2033-01-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2019-M12, Class A2                                                             | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26025940 | PA      | $25000088.76   | 0.10%             | 2029-06-25      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140JBGA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29260022 | PA      | $24424575.39   | 0.10%             | 2032-11-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                           | Elanco Animal Health, Inc., 1st Lien Term Loan                                                   | CUSIP: 28414BAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3150762 | PA      | $3146823.86    | 0.01%             | 2027-08-02      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC Trust, Whole Loan, Series 2002-W7, Class 1                                           | CUSIP: 31392DD66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1920648 | PA      | $35900.36      | 0.00%             | 2029-06-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                             | PNC Financial Services Group, Inc. (The)                                                         | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   11680000 | PA      | $13114012.82   | 0.05%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp.                                                   | DISH Network Corp.                                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    4607000 | PA      | $4870836.21    | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QL7B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31453084 | PA      | $26371053.80   | 0.11%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11757000 | PA      | $11165289.24   | 0.05%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2017-H23, Class FA                                                                  | CUSIP: 38375UR93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8018355 | PA      | $8017634.83    | 0.03%             | 2067-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                              | Bath & Body Works, Inc.                                                                          | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2207606.10    | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                   | Nationstar Mortgage Holdings, Inc.                                                               | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5446000 | PA      | $5435838.85    | 0.02%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     267000 | PA      | $254373.46     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust                                     | MASTR Asset Securitization Trust, Series 2004-6, Class 3A1                                       | CUSIP: 57643MDD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          2 | PA      | $2.17          | 0.00%             | 2019-07-25      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132WFJZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326925 | PA      | $303813.28     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, STRIPS, Series 334, Class 300                                                             | CUSIP: 3132J0AF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1319549 | PA      | $1209516.66    | 0.01%             | 2044-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                        | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $835411.15     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47175300 | PA      | $47554913.98   | 0.20%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rite Aid                                                             | Rite Aid                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3545 | NS      | $0.00          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                        | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3930000 | PA      | $3754108.64    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                                        | Pioneer Natural Resources Co.                                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   23833000 | PA      | $21308955.89   | 0.09%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                             | Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class D                                | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1089902 | PA      | $1079311.74    | 0.00%             | 2037-11-20      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Packaging Corp. of America                                           | Packaging Corp. of America                                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    2277000 | PA      | $1423005.02    | 0.01%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2017-FRE2, Class M6                                            | CUSIP: 89175GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1594908 | PA      | $1570820.93    | 0.01%             | 2047-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                   | Dominican Republic Government Bond                                                               | CUSIP: 25714PEN4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    4043000 | PA      | $4091516.00    | 0.02%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS Finance plc                                                    | INEOS Finance plc                                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $982534.50     | 0.00%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                             | UnitedHealth Group, Inc.                                                                         | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5042000 | PA      | $4425272.95    | 0.02%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Varsity Brands, Inc.                                                 | Varsity Brands, Inc., 1st Lien Term Loan B                                                       | CUSIP: 92227QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3984680 | PA      | $3997152.04    | 0.02%             | 2031-08-26      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                                            | Bank of Nova Scotia (The)                                                                        | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    7050000 | PA      | $7120722.08    | 0.03%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138WTR57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3433505 | PA      | $3326882.02    | 0.01%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                   | Banco Santander SA                                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $2918417.04    | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                 | Meta Platforms, Inc.                                                                             | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   13747000 | PA      | $13589456.91   | 0.06%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                  | Hilton Domestic Operating Co., Inc.                                                              | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     367000 | PA      | $345727.95     | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MYT Holding LLC                                                      | MYT Holding LLC                                                                                  | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     934967 | NS      | $233741.75     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                  | U.S. Treasury Long Bond                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1045 | NC      | $30890.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                     | Goodyear Tire & Rubber Co. (The)                                                                 | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1929466.39    | 0.01%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                   | Morgan Stanley Mortgage Loan Trust, Series 2004-7AR, Class 2A6                                   | CUSIP: 61748HCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20011 | PA      | $19806.15      | 0.00%             | 2034-09-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3712000 | PA      | $3812743.53    | 0.02%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3620ASDP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      93849 | PA      | $95757.36      | 0.00%             | 2032-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                         | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2380330.26    | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                             | WESCO Distribution, Inc.                                                                         | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     930000 | PA      | $964610.88     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 20 Year                                                                               | CUSIP: 3140Q8LQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1543481 | PA      | $1522290.39    | 0.01%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                           | AMSR Trust, Series 2023-SFR1, Class F                                                            | CUSIP: 66981XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22105054 | PA      | $20730953.00   | 0.09%             | 2040-04-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140J7L29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2901287 | PA      | $2761658.85    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp., Series N                                                                  | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3083000 | PA      | $3039220.04    | 0.01%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                   | Atmos Energy Corp.                                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     928000 | PA      | $566489.56     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3128M8RN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     199823 | PA      | $199888.71     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 313929RL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41196 | PA      | $42287.48      | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                 | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     133000 | PA      | $122161.55     | 0.00%             | 2032-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                         | Mizuho Financial Group, Inc.                                                                     | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1900000 | PA      | $2002545.98    | 0.01%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2075977.05    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                                      | NCR Voyix Corp.                                                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $987433.50     | 0.00%             | 2029-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                              | GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4                                               | CUSIP: 36228F2R6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40392 | PA      | $42228.23      | 0.00%             | 2034-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $12416711.81   | 0.05%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138EPTE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     721064 | PA      | $734357.97     | 0.00%             | 2044-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2009-106, Class XL                                                                  | CUSIP: 38376JDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     110467 | PA      | $5451.62       | 0.00%             | 2037-06-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KS11, Class C                                                  | CUSIP: 30298KAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21859300 | PA      | $19523673.14   | 0.08%             | 2029-06-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Iridium Satellite LLC                                                | Iridium Satellite LLC, 1st Lien Term Loan B                                                      | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |    4396828 | PA      | $4373261.19    | 0.02%             | 2030-09-20      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                | Quanta Services, Inc.                                                                            | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    4780000 | PA      | $4774095.46    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   11889000 | PA      | $11901429.95   | 0.05%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2009-112, Class SW                                                           | CUSIP: 31398GKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     106044 | PA      | $9965.31       | 0.00%             | 2040-01-25      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury STRIPS Bonds                                                                       | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18491716 | PA      | $7970557.02    | 0.03%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                         | MASTR Alternative Loan Trust, Series 2004-6, Class 6A1                                           | CUSIP: 576434SJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198624 | PA      | $203523.58     | 0.00%             | 2034-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7010000 | PA      | $7087042.35    | 0.03%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                                            | USI, Inc., 1st Lien Term Loan                                                                    | CUSIP: 90351NAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5235607 | PA      | $5228224.82    | 0.02%             | 2030-09-27      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                                 | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class DK73                                               | CUSIP: 05494BAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7518000 | PA      | $6483002.20    | 0.03%             | 2051-02-27      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1418000 | PA      | $1023128.96    | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2021-K126, Class X2A                                                | CUSIP: 30319DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  435953432 | PA      | $1770363.29    | 0.01%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2007-9, Class CI                                                                    | CUSIP: 38375JMV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     227167 | PA      | $15439.12      | 0.00%             | 2037-03-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                  | Buckeye Partners LP                                                                              | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    2156000 | PA      | $2120830.68    | 0.01%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K739, Class X2A                                                | CUSIP: 30289SAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  387670328 | PA      | $566153.75     | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132H3HF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     688061 | PA      | $679801.67     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6742000 | PA      | $6640101.34    | 0.03%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $2739925.15    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617B0XU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3024676 | PA      | $2822679.39    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3409, Class DB                                                              | CUSIP: 31397PRY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     139917 | PA      | $147966.94     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                     | Ventas Realty LP                                                                                 | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      84000 | PA      | $83828.70      | 0.00%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                  | Rocket Mortgage LLC                                                                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2937000 | PA      | $2874905.36    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Service Corp. International                                          | Service Corp. International                                                                      | CUSIP: 817565CE2<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    4985000 | PA      | $4947509.31    | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XGCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5423162 | PA      | $4567786.50    | 0.02%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Embarq LLC                                                           | Embarq LLC                                                                                       | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3973000 | PA      | $1885446.75    | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                              | LendingPoint Asset Securitization Trust, Series 2020-REV1, Class C                               | CUSIP: 52606YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2346945 | PA      | $2343060.12    | 0.01%             | 2028-10-15      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| WP Carey, Inc.                                                       | WP Carey, Inc.                                                                                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    2796000 | PA      | $2313811.99    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                             | UnitedHealth Group, Inc.                                                                         | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1088000 | PA      | $808673.53     | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140JGHL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1060942 | PA      | $1075053.42    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2020-SFR2, Class F2                                                 | CUSIP: 33767JAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18930000 | PA      | $18802409.91   | 0.08%             | 2037-10-19      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7328987 | PA      | $6699373.23    | 0.03%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                     | DTE Electric Co.                                                                                 | CUSIP: 250847EK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     370000 | PA      | $302000.43     | 0.00%             | 2042-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-KW06, Class X2B                                                | CUSIP: 30306WAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16149080 | PA      | $37401.27      | 0.00%             | 2028-06-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                       | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A4                       | CUSIP: 225470FN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     194142 | PA      | $42092.63      | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Primo Brands Corp.                                                   | Primo Brands Corp., 1st Lien Term Loan                                                           | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7600383 | PA      | $7606691.63    | 0.03%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XDGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10028716 | PA      | $8434572.36    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     168000 | PA      | $168624.04     | 0.00%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                               | Residential Asset Securitization Trust, Series 2003-A8, Class A1                                 | CUSIP: 45660NRL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7697 | PA      | $8135.78       | 0.00%             | 2018-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                              | Hyundai Capital America                                                                          | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3398000 | PA      | $3323205.13    | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                               | Arab Republic of Egypt                                                                           | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1613000 | PA      | $1658164.00    | 0.01%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K82, Class D                                                   | CUSIP: 30297LAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55000000 | PA      | $43012376.00   | 0.18%             | 2028-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2008-40, Class PS                                                                   | CUSIP: 38375QLL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97350 | PA      | $6153.45       | 0.00%             | 2038-05-16      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                       | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK99                                     | CUSIP: 12529YCJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14852394 | PA      | $10894973.62   | 0.05%             | 2029-09-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS06, Class A2                  | CUSIP: 3137BS5N9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9785107 | PA      | $9678026.62    | 0.04%             | 2026-07-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                         | MASTR Alternative Loan Trust, Series 2004-6, Class 7A1                                           | CUSIP: 576434SK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     154726 | PA      | $155205.44     | 0.00%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2764, Class S                                                               | CUSIP: 31394TW76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10748 | PA      | $10353.15      | 0.00%             | 2033-07-15      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2005-72, Class WS                                                            | CUSIP: 31394EWV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37968 | PA      | $2829.39       | 0.00%             | 2035-08-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co.                                     | Jersey Central Power & Light Co.                                                                 | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     777000 | PA      | $838601.43     | 0.00%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                            | Bank of Ireland Group plc                                                                        | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    4145000 | PA      | $4305020.00    | 0.02%             | 2030-03-20      | Variable      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Emera, Inc.                                                          | Emera, Inc., Series 16-A                                                                         | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    6311000 | PA      | $6350620.46    | 0.03%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KBF3, Class C                                                  | CUSIP: 30311TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8432274 | PA      | $8121347.36    | 0.03%             | 2029-01-25      | Floating      | 9.21%                 | Yes           |                  2 | On Loan: No      |
| Digicel International Finance Ltd.                                   | Digicel International Finance Ltd.                                                               | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7286000 | PA      | $7447508.76    | 0.03%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                    | Venture Global Calcasieu Pass LLC                                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    2956000 | PA      | $2833890.00    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                               | Sempra                                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2767113.58    | 0.01%             | 2056-04-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP                                                    | Genesis Energy LP                                                                                | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4831000 | PA      | $4884068.54    | 0.02%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Street Capital Group, Inc.                                           | Street Capital Group, Inc.                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CA        |    4756928 | PA      | $4756927.51    | 0.02%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| JPMorgan Mortgage Trust                                              | JPMorgan Mortgage Trust, Series 2007-A1, Class 5A2                                               | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10059 | PA      | $10201.84      | 0.00%             | 2035-07-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                             | TotalEnergies Capital SA                                                                         | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    5910000 | PA      | $5625608.26    | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co.                                                | Mississippi Power Co.                                                                            | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     544000 | PA      | $543494.82     | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance plc                                          | Imperial Brands Finance plc                                                                      | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   27669000 | PA      | $28594624.34   | 0.12%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                         | Royal Caribbean Cruises Ltd.                                                                     | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    9205000 | PA      | $9352077.49    | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                      | Live Nation Entertainment, Inc.                                                                  | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    1638000 | PA      | $1638000.00    | 0.01%             | 2026-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance International NV                                        | Enel Finance International NV                                                                    | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    9365000 | PA      | $9607572.89    | 0.04%             | 2034-06-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3031637.91    | 0.01%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                              | Duke Energy Indiana LLC, Series YYY                                                              | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $1471818.78    | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Securitization Funding II LLC                           | DTE Electric Securitization Funding II LLC, Series A-2                                           | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3986443.05    | 0.02%             | 2037-09-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2521000 | PA      | $2764493.78    | 0.01%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HEXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     501237 | PA      | $477195.30     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                                                | Republic of Guatemala                                                                            | CUSIP: 401494BA6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    8246000 | PA      | $8446178.25    | 0.04%             | 2036-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PetSmart LLC                                                         | PetSmart LLC                                                                                     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3563000 | PA      | $3526016.74    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                                        | Calpine Corp.                                                                                    | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   20425000 | PA      | $20410022.35   | 0.08%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                         | Brooklyn Union Gas Co. (The)                                                                     | CUSIP: 114259AT1<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $982190.01     | 0.00%             | 2029-03-04      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                       | BNP Paribas SA                                                                                   | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     832000 | PA      | $778570.85     | 0.00%             | 2029-09-15      | Variable      | 2.16%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LECJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3258059 | PA      | $3128710.08    | 0.01%             | 2029-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                           | AMSR Trust, Series 2022-SFR3, Class F                                                            | CUSIP: 66981YAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27165000 | PA      | $25807673.61   | 0.11%             | 2039-10-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCE SA                                                                                          | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   17959000 | PA      | $18314212.50   | 0.08%             | 2028-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                       | Lehman Brothers Holdings, Inc.                                                                   | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $900.00        | 0.00%             | 2049-05-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18061000 | PA      | $18616826.19   | 0.08%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                               | Cleveland-Cliffs, Inc.                                                                           | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2527862.50    | 0.01%             | 2030-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Encompass Health Corp.                                               | Encompass Health Corp.                                                                           | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    2989000 | PA      | $2946676.96    | 0.01%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, STRIPS, Series 380, Class S36                                                              | CUSIP: 3136FFGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56545 | PA      | $7777.08       | 0.00%             | 2037-07-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Global Funding                                   | Northwestern Mutual Global Funding                                                               | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    4140000 | PA      | $4292031.94    | 0.02%             | 2031-05-28      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                     | Ventas Realty LP                                                                                 | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     212000 | PA      | $209475.41     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3737, Class DG                                                              | CUSIP: 3137GAU39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        227 | PA      | $226.98        | 0.00%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140Y66N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44972278 | PA      | $46291292.18   | 0.19%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                               | Alternative Loan Trust, Series 2003-J3, Class 2A1                                                | CUSIP: 12669FFD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9068 | PA      | $9768.35       | 0.00%             | 2033-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                      | Eli Lilly & Co.                                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2134233.00    | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                 | Republic of Colombia                                                                             | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    7668000 | PA      | $8112744.00    | 0.03%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1438439 | PA      | $1405553.41    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                      | BAE Systems plc                                                                                  | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    1494000 | PA      | $974447.26     | 0.00%             | 2050-09-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                           | US Bancorp                                                                                       | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6720000 | PA      | $6904318.04    | 0.03%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                         | Flex Intermediate Holdco LLC                                                                     | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $989763.61     | 0.00%             | 2039-12-30      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31417N6D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     410136 | PA      | $409768.44     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2013-13, Class IK                                                            | CUSIP: 3136ACE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     802249 | PA      | $17933.23      | 0.00%             | 2028-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XL3E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11372713 | PA      | $10968361.67   | 0.05%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                           | AerCap Ireland Capital DAC                                                                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5020000 | PA      | $4917189.45    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| QXO Building Products, Inc.                                          | QXO Building Products, Inc.                                                                      | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    2757000 | PA      | $2847442.70    | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                            | SCF Equipment Leasing LLC, Series 2022-2A, Class E                                               | CUSIP: 78397WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10909000 | PA      | $10928818.38   | 0.05%             | 2035-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                       | Mariner Finance Issuance Trust, Series 2021-AA, Class E                                          | CUSIP: 56848DAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7600000 | PA      | $7363193.88    | 0.03%             | 2036-03-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3572, Class JS                                                              | CUSIP: 31398JSS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22640 | PA      | $1563.33       | 0.00%             | 2039-09-15      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co., Series 20A                                                       | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8553000 | PA      | $5177280.83    | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 4830, Class WZ                                                              | CUSIP: 3137FHWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9701601 | PA      | $9199563.13    | 0.04%             | 2048-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                 | Clear Channel Outdoor Holdings, Inc.                                                             | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |     502441 | NS      | $623026.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418B7C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3440771 | PA      | $3177903.82    | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3605, Class NC                                                              | CUSIP: 31398KP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     234150 | PA      | $246635.57     | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                  | Bank of New Zealand                                                                              | CUSIP: 06407EAE5<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |     889000 | PA      | $867601.49     | 0.00%             | 2027-01-27      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2001-14, Class Z                                                             | CUSIP: 31359SWU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15650 | PA      | $16084.56      | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Snap, Inc.                                                           | Snap, Inc.                                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     828000 | PA      | $836606.23     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                        | WaMu Mortgage Pass-Through Certificates Trust, Series 2005-AR2, Class 2A21                       | CUSIP: 92922FD47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11266 | PA      | $11207.04      | 0.00%             | 2045-01-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                        | CommScope LLC                                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1272056.16    | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                                 | American Tower Corp.                                                                             | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1403000 | PA      | $1362587.89    | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                           | AT&T, Inc.                                                                                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8737000 | PA      | $8244331.23    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA I, 30 Year                                                                                  | CUSIP: 3617JSAU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2277218 | PA      | $2323706.87    | 0.01%             | 2049-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                 | Royal Bank of Canada                                                                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   39065000 | PA      | $39398375.63   | 0.16%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                        | Air Canada Pass-Through Trust, Series 2017-1, Class B                                            | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    1222426 | PA      | $1212413.96    | 0.01%             | 2026-01-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2016-K59, Class B                                                   | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4576091 | PA      | $4509549.60    | 0.02%             | 2049-11-25      | Variable      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2010-10, Class NT                                                            | CUSIP: 31398GX38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     396549 | PA      | $406519.05     | 0.00%             | 2040-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                        | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class D                            | CUSIP: 107933AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10235448.00   | 0.04%             | 2029-11-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                             | Blue Racer Midstream LLC                                                                         | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     976000 | PA      | $1035762.43    | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202FSH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      37889 | PA      | $38958.68      | 0.00%             | 2032-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QPCP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24577122 | PA      | $22979040.81   | 0.10%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                            | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     522000 | PA      | $516627.08     | 0.00%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                           | Hess Corp.                                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   11740000 | PA      | $11767246.07   | 0.05%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                    | Enterprise Products Operating LLC, Series J                                                      | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     777000 | PA      | $810149.62     | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                           | AMSR Trust, Series 2021-SFR2, Class F1                                                           | CUSIP: 00179VAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12619682 | PA      | $12327629.75   | 0.05%             | 2038-08-17      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132QWC64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1953493 | PA      | $1865820.03    | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| E3                                                                   | E3, Series 2019-1, Class A                                                                       | CUSIP: 269330AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    3920282 | PA      | $3446356.20    | 0.01%             | 2055-09-20      | Fixed         | 3.10%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202CRE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1396 | PA      | $1404.93       | 0.00%             | 2026-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                  | Japan Tobacco, Inc.                                                                              | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    5490000 | PA      | $5797992.90    | 0.02%             | 2035-06-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                               | Residential Asset Securitization Trust, Series 2006-A6, Class 2A13                               | CUSIP: 76113FBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      81902 | PA      | $38985.52      | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Greenko Dutch BV                                                     | Greenko Dutch BV                                                                                 | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    1915760 | PA      | $1893728.76    | 0.01%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     831000 | PA      | $823152.38     | 0.00%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2007-10, Class Z                                                             | CUSIP: 31396PND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15566 | PA      | $16228.89      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                         | San Diego Gas & Electric Co.                                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     242000 | PA      | $219758.91     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-K92, Class X2B                                                 | CUSIP: 302973AW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  180000000 | PA      | $561024.00     | 0.00%             | 2029-07-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                             | PNC Financial Services Group, Inc. (The)                                                         | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2231932.61    | 0.01%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2399000 | PA      | $2386600.53    | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31419BVU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     686556 | PA      | $685941.12     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                         | Scotts Miracle-Gro Co. (The)                                                                     | CUSIP: 810186AS5<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    6983000 | PA      | $6744860.15    | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13385000 | PA      | $13792111.87   | 0.06%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                            | Sunoco LP                                                                                        | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3662000 | PA      | $3569509.23    | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2410, Class QB                                                              | CUSIP: 31339NHY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      91088 | PA      | $92680.86      | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                          | Nationwide Building Society                                                                      | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    2650000 | PA      | $2711828.26    | 0.01%             | 2027-10-18      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| SPX FLOW, Inc.                                                       | SPX FLOW, Inc., 1st Lien Term Loan                                                               | CUSIP: 78470DAW8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3081633 | PA      | $3098211.96    | 0.01%             | 2029-04-05      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp.                                                       | Rite Aid Corp., Series A                                                                         | CUSIP: 767754CS1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |    1087944 | PA      | $0.01          | 0.00%             | 2031-08-30      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 4995, Class QE                                                              | CUSIP: 3137FUXT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31013520 | PA      | $23793960.56   | 0.10%             | 2050-07-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                 | Howard Midstream Energy Partners LLC                                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2820825.40    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2017-K68, Class B                                                   | CUSIP: 30305EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9147328 | PA      | $9007153.43    | 0.04%             | 2049-10-25      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| OGE Energy Corp.                                                     | OGE Energy Corp.                                                                                 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3205854.63    | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2148, Class ZA                                                              | CUSIP: 3133TKCT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3230 | PA      | $3278.04       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617WUGQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8629646 | PA      | $7994919.41    | 0.03%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                                       | Entegris, Inc.                                                                                   | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    6272000 | PA      | $6352614.02    | 0.03%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                      | Sumitomo Mitsui Trust Bank Ltd.                                                                  | CUSIP: 86563VBE8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    1642000 | PA      | $1667807.35    | 0.01%             | 2027-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                             | Spirit AeroSystems, Inc.                                                                         | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2844992.42    | 0.01%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent Trust                                          | American Homes 4 Rent Trust, Series 2015-SFR2, Class E                                           | CUSIP: 02666BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18085000 | PA      | $18040682.71   | 0.07%             | 2052-10-17      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2001-16, Class Z                                                             | CUSIP: 31359SYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17091 | PA      | $17583.94      | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3922000 | PA      | $3405938.38    | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                     | Nevada Power Co.                                                                                 | CUSIP: 641423BZ0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     608000 | PA      | $600967.74     | 0.00%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                                     | S&P Global, Inc.                                                                                 | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $3706448.82    | 0.02%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                     | Ventas Realty LP                                                                                 | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3311000 | PA      | $3424698.95    | 0.01%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                      | CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D                                         | CUSIP: 12527DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     919003 | PA      | $887029.42     | 0.00%             | 2047-12-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                           | AMSR Trust, Series 2020-SFR5, Class H                                                            | CUSIP: 03217JAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2365000 | PA      | $2352417.96    | 0.01%             | 2037-11-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                      | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                  | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | NUSS              | SV        |    1258000 | PA      | $1286795.62    | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                                | Walt Disney Co. (The)                                                                            | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8073525.57    | 0.03%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LLFY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13955000 | PA      | $14024074.18   | 0.06%             | 2033-10-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   27883000 | PA      | $26587673.77   | 0.11%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                | FMC GMSR Issuer Trust, Series 2024-SAT1, Class A                                                 | CUSIP: 30259RAR6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   40000000 | PA      | $40528100.00   | 0.17%             | 2027-03-26      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LDEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11841102 | PA      | $9543000.79    | 0.04%             | 2036-08-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XGMD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7631976 | PA      | $7262651.11    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3383, Class OP                                                              | CUSIP: 31397P4H0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30762 | PA      | $26474.61      | 0.00%             | 2037-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| P4 SFR                                                               | P4 SFR                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   14227980 | PA      | $14084277.43   | 0.06%             | 2026-10-11      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Extra Space Storage LP                                               | Extra Space Storage LP                                                                           | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1427000 | PA      | $1279859.62    | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2018-M3, Class A2                                                              | CUSIP: 3136B1LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4641560 | PA      | $4466905.66    | 0.02%             | 2030-02-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10745000 | PA      | $10754593.03   | 0.04%             | 2030-07-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                           | Builders FirstSource, Inc.                                                                       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1735433.74    | 0.01%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| RT Fin LLC                                                           | RT Fin LLC                                                                                       | CUSIP: 74983KAB7<br>LEI: 2549000QL0MZ8X7VL058 | Long             | ABS-O            | CORP              | US        |   10433312 | PA      | $10453135.69   | 0.04%             | 2043-10-15      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3202, Class HI                                                              | CUSIP: 31397ABD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     285990 | PA      | $27289.16      | 0.00%             | 2036-08-15      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Progress Residential                                                 | Progress Residential, Series 2021-SFR3, Class E2                                                 | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9348272 | PA      | $9237099.54    | 0.04%             | 2026-05-17      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| GAM Re-REMIC TRUST                                                   | GAM Re-REMIC TRUST, Series 2021-FRR2, Class BK78                                                 | CUSIP: 36459TBY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5734000 | PA      | $4987204.41    | 0.02%             | 2051-09-27      | Variable      | 2.37%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HAFF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2434077 | PA      | $2314668.94    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140JGEF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1405999 | PA      | $1337242.92    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                                 | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class CK73                                               | CUSIP: 05494BAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7519000 | PA      | $6622407.37    | 0.03%             | 2051-02-27      | Variable      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Cencora, Inc.                                                        | Cencora, Inc.                                                                                    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    1512000 | PA      | $1528658.67    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K070, Class A2                  | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5868152 | PA      | $5788971.26    | 0.02%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32916532 | PA      | $26161889.78   | 0.11%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                             | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25200000 | PA      | $25856747.78   | 0.11%             | 2034-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Renew                                                                | Renew                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |  134406248 | PA      | $3906559.26    | 0.02%             | 2049-12-20      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA, STRIPS, Series 383, Class 69                                                               | CUSIP: 3136FFQS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47126 | PA      | $8077.70       | 0.00%             | 2037-10-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     971000 | PA      | $963008.96     | 0.00%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2016-K55, Class B                                                   | CUSIP: 30289HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9707447 | PA      | $9649847.86    | 0.04%             | 2049-04-25      | Variable      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KG01, Class X2B                                                | CUSIP: 30298CAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32370000 | PA      | $96708.61      | 0.00%             | 2029-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617J76Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1959401 | PA      | $1910175.78    | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2010-70, Class SA                                                            | CUSIP: 31398TJZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311609 | PA      | $43352.77      | 0.00%             | 2038-04-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10460000 | PA      | $11336196.23   | 0.05%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                  | Medline Borrower LP                                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    7813000 | PA      | $7502408.25    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                 | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13735000 | PA      | $12669364.53   | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KHGR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6612543 | PA      | $6260711.92    | 0.03%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE Capital Mortgage Services, Inc. Trust                             | GE Capital Mortgage Services, Inc. Trust, Series 1999-HE1, Class A6                              | CUSIP: 36157RD77<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      64138 | PA      | $64601.08      | 0.00%             | 2029-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 19K-1510, Class C                                                   | CUSIP: 30265DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51057434 | PA      | $25285418.12   | 0.10%             | 2034-01-25      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Gilead Sciences, Inc.                                                | Gilead Sciences, Inc.                                                                            | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    7120000 | PA      | $7396318.80    | 0.03%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3495000 | PA      | $2153382.00    | 0.01%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Corning, Inc.                                                        | Corning, Inc.                                                                                    | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $4585614.28    | 0.02%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                     | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $2910919.76    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Series 2021-MN3, Class M1                                                                 | CUSIP: 35563GAA7<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |    2803292 | PA      | $2808905.81    | 0.01%             | 2051-11-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                 | Mitsubishi UFJ Financial Group, Inc.                                                             | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3760000 | PA      | $3668310.33    | 0.02%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP                                                 | Archrock Partners LP                                                                             | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4915000 | PA      | $5038302.61    | 0.02%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Intelsat SA                                                          | Intelsat SA                                                                                      | CUSIP: N/A<br>LEI: 549300YV2L21F4K80V46       | Long             | EC               | CORP              | LU        |      70043 | NS      | $0.07          | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2024-M2, Class A2                                                              | CUSIP: 3136BQT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56000000 | PA      | $52933546.40   | 0.22%             | 2033-08-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                           | AMSR Trust, Series 2022-SFR1, Class F                                                            | CUSIP: 00179WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12376995 | PA      | $12304879.20   | 0.05%             | 2039-03-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2010-49, Class SC                                                            | CUSIP: 31398P5R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58062 | PA      | $57053.94      | 0.00%             | 2040-03-25      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                                   | Vodafone Group plc                                                                               | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5200000 | PA      | $4967165.01    | 0.02%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                         | Avolon Holdings Funding Ltd.                                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     865000 | PA      | $887550.55     | 0.00%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2733, Class SB                                                              | CUSIP: 31394NUY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94700 | PA      | $93526.43      | 0.00%             | 2033-10-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132H3XT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     749186 | PA      | $703519.63     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Camden                                                               | Camden                                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   19746716 | PA      | $19460388.48   | 0.08%             | 2031-09-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Albertsons Cos., Inc.                                                | Albertsons Cos., Inc.                                                                            | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     981000 | PA      | $966129.61     | 0.00%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3088000 | PA      | $2721580.88    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                   | Canadian Imperial Bank of Commerce                                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4300000 | PA      | $4350141.40    | 0.02%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC                                                   | Wynn Las Vegas LLC                                                                               | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2802868.27    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7937361 | PA      | $6624629.50    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3620AR2G5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7930 | PA      | $8191.03       | 0.00%             | 2036-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                  | Kinder Morgan, Inc.                                                                              | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5524000 | PA      | $3514097.46    | 0.01%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                    | Credit Acceptance Auto Loan Trust, Series 2024-2A, Class C                                       | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42168000 | PA      | $43857178.39   | 0.18%             | 2034-10-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                           | Progress Residential Trust, Series 2022-SFR3, Class F                                            | CUSIP: 74331UAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11918000 | PA      | $11890871.06   | 0.05%             | 2039-04-17      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                   | Saavi Energia Sarl                                                                               | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    6259000 | PA      | $6652127.79    | 0.03%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2016-H16, Class FD                                                                  | CUSIP: 38376RWL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2166341 | PA      | $2185877.27    | 0.01%             | 2066-06-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Aetna, Inc.                                                          | Aetna, Inc.                                                                                      | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     218000 | PA      | $181387.52     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31371FTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         30 | PA      | $29.96         | 0.00%             | 2027-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LGTL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16343458 | PA      | $15864545.81   | 0.07%             | 2029-01-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 21K-1519, Class X2B                                                 | CUSIP: 30320AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52000000 | PA      | $368243.20     | 0.00%             | 2035-12-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2430, Class WF                                                              | CUSIP: 31339NW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     136636 | PA      | $143173.21     | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                              | MVW LLC, Series 2022-2A, Class D                                                                 | CUSIP: 55400VAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6628380 | PA      | $6714435.35    | 0.03%             | 2041-10-21      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                          | ONEOK, Inc.                                                                                      | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7170000 | PA      | $7169902.92    | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                   | CNO Global Funding                                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6667786.39    | 0.03%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                             | Central Garden & Pet Co.                                                                         | CUSIP: 153527AM8<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     520000 | PA      | $517667.96     | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                     | DTE Electric Co.                                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     518000 | PA      | $500805.06     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                        | Air Canada Pass-Through Trust, Series 2015-1, Class A                                            | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    2221962 | PA      | $2176981.50    | 0.01%             | 2027-03-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2018-M4, Class A2                                                              | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7739884 | PA      | $7564296.24    | 0.03%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II                                                                                          | CUSIP: 3617XXCU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34657530 | PA      | $36196262.31   | 0.15%             | 2072-02-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Goodgreen Ltd.                                                       | Goodgreen Ltd., Series 2024-1A, Class A                                                          | CUSIP: 38217YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21363547 | PA      | $20805958.90   | 0.09%             | 2056-07-15      | Fixed         | 6.29%                 | Yes           |                  3 | On Loan: No      |
| Outfront Media Capital LLC                                           | Outfront Media Capital LLC                                                                       | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1778054.13    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                    | HSBC Holdings plc                                                                                | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   32560000 | PA      | $33576065.73   | 0.14%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                        | White Cap Supply Holdings LLC, 1st Lien Term Loan C                                              | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    5666743 | PA      | $5667309.81    | 0.02%             | 2029-10-19      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXXY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25086980 | PA      | $20820614.26   | 0.09%             | 2062-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2000-8, Class Z                                                              | CUSIP: 31359XYK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25607 | PA      | $26655.66      | 0.00%             | 2030-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Trust                                        | Banc of America Funding Trust, Series 2005-5, Class 3A5                                          | CUSIP: 05946XF57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     449761 | PA      | $422531.26     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 4146, Class KI                                                              | CUSIP: 3137AXFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1635167 | PA      | $120641.64     | 0.00%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                              | GSR Mortgage Loan Trust, Series 2003-7F, Class 1A4                                               | CUSIP: 36228FTW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28445 | PA      | $28530.39      | 0.00%             | 2033-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                         | Mizuho Financial Group, Inc.                                                                     | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3490000 | PA      | $3635434.09    | 0.02%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K74, Class B                                                   | CUSIP: 30296LAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9707447 | PA      | $9562360.47    | 0.04%             | 2051-02-25      | Variable      | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                         | Verizon Communications, Inc.                                                                     | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3366000 | PA      | $3282094.20    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                 | Clear Channel Outdoor Holdings, Inc., 1st Lien Term Loan                                         | CUSIP: 18452RAF2<br>LEI: 254900XBEE6V1ENYS150 | Long             | LON              | CORP              | US        |    1096290 | PA      | $1096015.97    | 0.00%             | 2028-08-23      | Variable      | 8.43%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                                           | ANZ New Zealand Int'l Ltd.                                                                       | CUSIP: 00182EBM0<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |     397000 | PA      | $370269.28     | 0.00%             | 2030-02-13      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                | Alexandria Real Estate Equities, Inc.                                                            | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2269662.88    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  152747400 | PA      | $94912222.72   | 0.39%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202CUC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        135 | PA      | $136.09        | 0.00%             | 2027-02-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                    | Alabama Power Co., Series A                                                                      | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     340000 | PA      | $281904.16     | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LLEU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31048000 | PA      | $30875238.06   | 0.13%             | 2033-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                         | Avolon Holdings Funding Ltd.                                                                     | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1010000 | PA      | $997637.60     | 0.00%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2018-1, Class AA                                      | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7810404 | PA      | $7468681.02    | 0.03%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                   | Aqua Finance Trust, Series 2019-A, Class B                                                       | CUSIP: 038370AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8382605 | PA      | $8198695.53    | 0.03%             | 2040-07-16      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems US Holdings, Inc.                             | Axalta Coating Systems US Holdings, Inc., 1st Lien Term Loan B-7                                 | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4729662 | PA      | $4740918.87    | 0.02%             | 2029-12-20      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LF2D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1412220 | PA      | $1278155.69    | 0.01%             | 2034-04-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                     | American Builders & Contractors Supply Co., Inc.                                                 | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1489153.48    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                                  | Realty Income Corp.                                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     539000 | PA      | $509586.72     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2003-47, Class PE                                                            | CUSIP: 31393CRH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127136 | PA      | $132256.16     | 0.00%             | 2033-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K105, Class X2B                                                | CUSIP: 302975BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  153315382 | PA      | $562115.52     | 0.00%             | 2053-03-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Grantor Trust, Whole Loan, Series 2004-T1, Class 1A1                                       | CUSIP: 31393XFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98678 | PA      | $101992.71     | 0.00%             | 2044-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MNR ABS Issuer I LLC                                                 | MNR ABS Issuer I LLC                                                                             | CUSIP: 55317XAC3<br>LEI: 254900P5PAYARXBH9O74 | Long             | ABS-O            | CORP              | US        |   16727497 | PA      | $16948300.01   | 0.07%             | 2038-12-15      | Fixed         | 12.44%                | No            |                  3 | On Loan: No      |
| Virgin Media Secured Finance plc                                     | Virgin Media Secured Finance plc                                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    2223000 | PA      | $2188862.06    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                   | Dominican Republic Government Bond                                                               | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3545000 | PA      | $3060753.00    | 0.01%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                   | Atmos Energy Corp.                                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $1086757.04    | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                        | Lendbuzz Securitization Trust, Series 2024-1A, Class A2                                          | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3807995 | PA      | $3843173.86    | 0.02%             | 2029-08-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                          | Wayfair LLC                                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    4978000 | PA      | $5075713.16    | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K118, Class D                                                  | CUSIP: 30316TAS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44300000 | PA      | $29832395.25   | 0.12%             | 2053-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                                          | Asurion LLC, 1st Lien Term Loan B-13                                                             | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1055000 | PA      | $1042340.00    | 0.00%             | 2030-09-19      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| WP Carey, Inc.                                                       | WP Carey, Inc.                                                                                   | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    2092000 | PA      | $2089051.83    | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer LLC                                       | Elara HGV Timeshare Issuer LLC, Series 2019-A, Class C                                           | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     545734 | PA      | $539040.12     | 0.00%             | 2034-01-25      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132DWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10146183 | PA      | $8818284.53    | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SES SA                                                               | SES SA                                                                                           | CUSIP: N/A<br>LEI: 5493008JPA4HYMH1HX51       | Long             | EC               | CORP              | LU        |      70043 | NS      | $893048.25     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Quest Diagnostics, Inc.                                              | Quest Diagnostics, Inc.                                                                          | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     971000 | PA      | $912813.95     | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                               | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2918000 | PA      | $3227103.74    | 0.01%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                                 | INEOS US Finance LLC, 1st Lien Term Loan                                                         | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    5110442 | PA      | $4680296.29    | 0.02%             | 2030-02-18      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                             | Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class D                                | CUSIP: 05377RJU9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3324772.10    | 0.01%             | 2029-12-20      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                         | Islamic Republic of Pakistan                                                                     | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    3700000 | PA      | $3646350.00    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                       | BNP Paribas SA                                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $949854.77     | 0.00%             | 2028-09-30      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp., Series FIX                                                                | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16910000 | PA      | $17452523.53   | 0.07%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138W5Z35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     253830 | PA      | $248293.66     | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                       | BNP Paribas SA                                                                                   | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   36955000 | PA      | $37652477.95   | 0.16%             | 2035-11-19      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                           | Mars, Inc.                                                                                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   24690000 | PA      | $25200160.58   | 0.10%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 20 Year                                                                        | CUSIP: 3132J4NR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4986698 | PA      | $4941199.36    | 0.02%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                               | Bear Stearns ARM Trust, Series 2003-7, Class 3A                                                  | CUSIP: 07384MYS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8259 | PA      | $8296.03       | 0.00%             | 2033-10-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418AR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1017594 | PA      | $953742.12     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                          | Toronto-Dominion Bank (The)                                                                      | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1694000 | PA      | $1758225.20    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                               | Cleveland-Cliffs, Inc.                                                                           | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    2799000 | PA      | $2651592.62    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BG Beta I Ltd.                                                       | BG Beta Ltd.                                                                                     | CUSIP: 05593PAD8<br>LEI: 254900Z3OU5JTNX05R08 | Long             | ABS-O            | CORP              | KY        |   24010000 | PA      | $24607272.76   | 0.10%             | 2054-07-16      | Fixed         | 6.28%                 | No            |                  3 | On Loan: No      |
| Enel Finance International NV                                        | Enel Finance International NV                                                                    | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    4904000 | PA      | $4370038.55    | 0.02%             | 2031-07-12      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury STRIPS Bonds                                                                       | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  129382795 | PA      | $58418936.42   | 0.24%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MT                               | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33318640 | PA      | $29872416.34   | 0.12%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                              | GSR Mortgage Loan Trust, Series 2005-5F, Class 8A1                                               | CUSIP: 36242D7K3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6904 | PA      | $6655.54       | 0.00%             | 2035-06-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                   | Union Electric Co.                                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3462206.43    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3531, Class SM                                                              | CUSIP: 31398CVX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9518 | PA      | $623.78        | 0.00%             | 2039-05-15      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                 | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3980000 | PA      | $4069988.99    | 0.02%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Element Solutions, Inc.                                              | Element Solutions, Inc.                                                                          | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |    2779000 | PA      | $2693815.04    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class A2                  | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13105054 | PA      | $12065229.56   | 0.05%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                    | HSBC Holdings plc                                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   28997000 | PA      | $27685609.23   | 0.11%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                 | Republic of Paraguay                                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |    4589000 | PA      | $4188885.09    | 0.02%             | 2048-03-13      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2089, Class PJ                                                              | CUSIP: 3133TGKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3290 | PA      | $180.21        | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                     | Berkshire Hathaway Finance Corp.                                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    4281000 | PA      | $3250847.13    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2001-72, Class SB                                                            | CUSIP: 31392BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91507 | PA      | $5265.64       | 0.00%             | 2031-12-25      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                  | Cisco Systems, Inc.                                                                              | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   11260000 | PA      | $11629571.89   | 0.05%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                              | Banco Nacional de Comercio Exterior SNC                                                          | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    2450000 | PA      | $2512793.50    | 0.01%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                 | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3050000 | PA      | $2978584.74    | 0.01%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                              | Lendingpoint Asset Securitization Trust, Series 2021-B, Class C                                  | CUSIP: 52607HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1185500 | PA      | $1168925.24    | 0.00%             | 2029-02-15      | Fixed         | 3.21%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                           | AMSR Trust, Series 2024-SFR2, Class F1                                                           | CUSIP: 00179UAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6534000 | PA      | $5985238.09    | 0.02%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| CommScope Technologies LLC                                           | CommScope Technologies LLC                                                                       | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    1457000 | PA      | $1442222.67    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                | Sumitomo Mitsui Financial Group, Inc.                                                            | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1395000 | PA      | $1332573.90    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                               | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $3380371.47    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2016-1, Class AA                                      | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     763370 | PA      | $736547.47     | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                      | CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1                                       | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     128088 | PA      | $105757.21     | 0.00%             | 2035-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                 | LHOME Mortgage Trust, Series 2023-RTL1, Class A1                                                 | CUSIP: 50205NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3865270 | PA      | $3868661.85    | 0.02%             | 2028-01-25      | Variable      | 9.37%                 | Yes           |                  3 | On Loan: No      |
| United States of America                                             | U.S. Treasury STRIPS Bonds                                                                       | CUSIP: 912834MZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24977262 | PA      | $9834476.70    | 0.04%             | 2043-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3620AR5J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91469 | PA      | $94817.91      | 0.00%             | 2035-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diversified Gas & Oil Corp.                                          | Diversified Gas & Oil Corp.                                                                      | CUSIP: N/A<br>LEI: 5493008O08WU7K5XC271       | Long             | DBT              | CORP              | US        |   51000000 | PA      | $49733470.08   | 0.21%             | 2029-04-09      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                             | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3107000 | PA      | $2000870.93    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                               | Republic of Paraguay                                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |   14281000 | PA      | $12569779.18   | 0.05%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Grantor Trust, Whole Loan, Series 2002-T4                                                  | CUSIP: 31392B6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12516816 | PA      | $192750.21     | 0.00%             | 2041-12-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                            | Williams Cos., Inc. (The)                                                                        | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10657645.02   | 0.04%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QFLJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   86137094 | PA      | $71742000.00   | 0.30%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27617640 | PA      | $23552170.90   | 0.10%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                  | NuStar Logistics LP                                                                              | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     647000 | PA      | $669898.62     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                           | PG&E Corp.                                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2296000 | PA      | $2237610.88    | 0.01%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                    | GLS Auto Receivables Issuer Trust, Series 2023-3A, Class E                                       | CUSIP: 36267PAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4900000 | PA      | $5319427.26    | 0.02%             | 2030-08-15      | Fixed         | 9.27%                 | Yes           |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                      | WHARF Commercial Mortgage Trust, Series 2025-DC, Class D                                         | CUSIP: 92987LAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6095000 | PA      | $6270314.14    | 0.03%             | 2040-07-15      | Variable      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2020-1, Class MB                               | CUSIP: 35563PNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32000000 | PA      | $22793049.60   | 0.09%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                  | Kinetik Holdings LP                                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   20881000 | PA      | $21059845.77   | 0.09%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent, Inc.                                                    | Icon Parent, Inc., 1st Lien Term Loan                                                            | CUSIP: 45115DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6558562 | PA      | $6560136.56    | 0.03%             | 2031-11-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                | Gray Oak Pipeline LLC                                                                            | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1798000 | PA      | $1792288.10    | 0.01%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HLJG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1059512 | PA      | $1030720.33    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8020000 | PA      | $5303388.29    | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-KBX1, Class C                                                  | CUSIP: 30307LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7280586 | PA      | $7105967.70    | 0.03%             | 2026-01-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                             | Puget Sound Energy, Inc.                                                                         | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |   14682000 | PA      | $14465126.16   | 0.06%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3142GTGW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29932033 | PA      | $30326778.08   | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-KW07, Class X2A                                                | CUSIP: 30297NAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   97702019 | PA      | $222985.32     | 0.00%             | 2031-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-KSL1, Class C                                                  | CUSIP: 30295VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16535666 | PA      | $16435977.43   | 0.07%             | 2025-11-25      | Variable      | 4.00%                 | Yes           |                  3 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96228000 | PA      | $59883135.71   | 0.25%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                   | PG&E Wildfire Recovery Funding LLC, Series A-5                                                   | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2616929.79    | 0.01%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 31427NW62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30647524 | PA      | $25695527.14   | 0.11%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Knife River Corp.                                                    | Knife River Corp.                                                                                | CUSIP: 498894AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4428000 | PA      | $4644121.82    | 0.02%             | 2031-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                          | Acadia Healthcare Co., Inc.                                                                      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    3921000 | PA      | $3901227.18    | 0.02%             | 2028-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     780000 | PA      | $771334.99     | 0.00%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2022-SFR2, Class G                                                  | CUSIP: 33767PAW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23000000 | PA      | $21850995.90   | 0.09%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                       | BNP Paribas SA                                                                                   | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2128000 | PA      | $1916927.85    | 0.01%             | 2033-01-20      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                  | Societe Generale SA                                                                              | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3734000 | PA      | $3488831.57    | 0.01%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Ohio, Inc.                                               | Duke Energy Ohio, Inc.                                                                           | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1427000 | PA      | $1149683.08    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36179YDD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24753989 | PA      | $21135370.52   | 0.09%             | 2053-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31335CB94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1854862 | PA      | $1927148.78    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                | Alexandria Real Estate Equities, Inc.                                                            | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $926906.25     | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BankBoston Home Equity Loan Trust                                    | BankBoston Home Equity Loan Trust, Series 1998-1, Class A6                                       | CUSIP: 06606WAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          7 | PA      | $6.66          | 0.00%             | 2028-07-25      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2007-54, Class IB                                                            | CUSIP: 31396WEC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1536579 | PA      | $166326.34     | 0.00%             | 2037-06-25      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Federative Republic of Brazil                                        | Federative Republic of Brazil                                                                    | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6690000 | PA      | $6502680.00    | 0.03%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3128LXN30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6376 | PA      | $6709.16       | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                                | Anchor Mortgage Trust, Series 2025-RTL1, Class M1                                                | CUSIP: 03290CAC0<br>LEI: 254900S7O2LYCU17JI96 | Long             | ABS-MBS          | CORP              | US        |    7600000 | PA      | $7687570.24    | 0.03%             | 2040-05-25      | Variable      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9790714.10    | 0.04%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                                         | MasTec, Inc.                                                                                     | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    1457000 | PA      | $1449715.00    | 0.01%             | 2029-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                     | Boeing Co. (The)                                                                                 | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8449952.81    | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                | United Airlines, Inc.                                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    4915000 | PA      | $4836820.54    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                            | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $6663299.76    | 0.03%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2250000 | PA      | $2642375.25    | 0.01%             | 2033-11-13      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Impac CMB Trust                                                      | Impac CMB Trust, Series 2004-10, Class 3A1                                                       | CUSIP: 45254NLM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91153 | PA      | $88029.92      | 0.00%             | 2035-03-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3152, Class MO                                                              | CUSIP: 31396R2P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80941 | PA      | $71274.85      | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                           | Lamb Weston Holdings, Inc.                                                                       | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    2821000 | PA      | $2704639.39    | 0.01%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                 | NOVA Chemicals Corp.                                                                             | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    3995000 | PA      | $4291129.38    | 0.02%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                  | Entergy Texas, Inc.                                                                              | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     753000 | PA      | $531754.84     | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury STRIPS Bonds                                                                       | CUSIP: 9128337U8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30160067 | PA      | $21405879.84   | 0.09%             | 2033-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UOG ABS Issuer I LLC                                                 | UOG ABS Issuer LLC, Series 2023-1, Class A1                                                      | CUSIP: 90319TAA1<br>LEI: 254900YID84NR2CXVT21 | Long             | ABS-O            | CORP              | US        |   14386497 | PA      | $14810898.33   | 0.06%             | 2040-06-05      | Fixed         | 8.35%                 | Yes           |                  3 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                  | Hilton Domestic Operating Co., Inc.                                                              | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     855000 | PA      | $856569.78     | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                           | iHeartCommunications, Inc.                                                                       | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    1522128 | PA      | $900519.07     | 0.00%             | 2030-05-01      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3398000 | PA      | $2672272.32    | 0.01%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                    | NatWest Group plc                                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6505000 | PA      | $6663559.77    | 0.03%             | 2031-05-23      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2021-SFR2, Class F2                                                 | CUSIP: 33767TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10577000 | PA      | $10189834.20   | 0.04%             | 2038-09-17      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                     | Bombardier, Inc.                                                                                 | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1750000 | PA      | $1885952.25    | 0.01%             | 2030-11-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                  | Petroleos Mexicanos                                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    3398000 | PA      | $3183926.00    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                             | Puget Sound Energy, Inc.                                                                         | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $775751.74     | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28956400 | PA      | $17309366.84   | 0.07%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QMDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17689425 | PA      | $15017289.59   | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                              | Bath & Body Works, Inc.                                                                          | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    1753000 | PA      | $1825767.03    | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA                                                                                             | CUSIP: 31404EVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8632 | PA      | $8779.32       | 0.00%             | 2034-01-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2036, Class PG                                                              | CUSIP: 3133TD6D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12905 | PA      | $13032.20      | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jonah Energy ABS II LLC                                              | Jonah Energy ABS LLC, Series 2025-1A, Class A2                                                   | CUSIP: 479913AE5<br>LEI: 254900MMTK6TS4MGMV20 | Long             | ABS-O            | CORP              | US        |   34361311 | PA      | $35000431.68   | 0.15%             | 2040-12-10      | Fixed         | 7.36%                 | Yes           |                  3 | On Loan: No      |
| MGM Resorts International                                            | MGM Resorts International                                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1718970.43    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6796000 | PA      | $6634961.24    | 0.03%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Diversified ABS IX Holdings LLC                                      | Diversified ABS Holdings LLC, Series 2024-2A, Class B                                            | CUSIP: 260968AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4208095 | PA      | $4224506.68    | 0.02%             | 2044-09-30      | Fixed         | 11.50%                | Yes           |                  3 | On Loan: No      |
| Delta Air Lines Pass-Through Trust                                   | Delta Air Lines Pass-Through Trust, Series 2015-1, Class AA                                      | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2331303 | PA      | $2294941.38    | 0.01%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                       | Mariner Finance Issuance Trust, Series 2021-BA, Class E                                          | CUSIP: 56847JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8500000 | PA      | $7907196.40    | 0.03%             | 2036-11-20      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KS12, Class B                                                  | CUSIP: 30311XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9403310 | PA      | $9404741.88    | 0.04%             | 2029-08-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2643, Class SA                                                              | CUSIP: 31393WDL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2694 | PA      | $3254.95       | 0.00%             | 2032-03-15      | Floating      | 16.53%                | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2013-H20, Class FB                                                                  | CUSIP: 38375B6F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     161184 | PA      | $162861.48     | 0.00%             | 2063-08-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Incora Intermediate LLC                                              | Incora Intermediate LLC                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     112567 | NS      | $2234454.95    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                             | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18400000 | PA      | $19518537.47   | 0.08%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                      | Goodgreen Trust, Series 2017-2A, Class A                                                         | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3780327 | PA      | $3410464.66    | 0.01%             | 2053-10-15      | Fixed         | 3.26%                 | Yes           |                  3 | On Loan: No      |
| Ameren Illinois Co.                                                  | Ameren Illinois Co.                                                                              | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $2575694.76    | 0.01%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3620AR5X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     123810 | PA      | $128649.97     | 0.00%             | 2032-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53950520 | PA      | $49986178.17   | 0.21%             | 2063-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA                                                                                             | CUSIP: 31413K3R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8063 | PA      | $8143.16       | 0.00%             | 2037-07-01      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                           | Ball Corp.                                                                                       | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2590916.43    | 0.01%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115131300 | PA      | $104297265.07  | 0.43%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NACC Reperforming Loan REMIC Trust                                   | NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1                                     | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54958 | PA      | $49665.36      | 0.00%             | 2034-10-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132WF5T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4051171 | PA      | $3753039.41    | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                                | Claire's Stores, Inc.                                                                            | CUSIP: N/A<br>LEI: 549300N5HNYXI6JY7625       | Long             | EC               | CORP              | US        |       1922 | NS      | $0.00          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                 | Siemens Financieringsmaatschappij NV                                                             | CUSIP: 82620KAM5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    2000000 | PA      | $1464408.20    | 0.01%             | 2046-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2699, Class W                                                               | CUSIP: 31394LX98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78340 | PA      | $81575.13      | 0.00%             | 2033-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3648, Class CY                                                              | CUSIP: 31398VDG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     104684 | PA      | $105100.74     | 0.00%             | 2030-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15459190 | PA      | $13718999.77   | 0.06%             | 2062-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                      | Goodgreen Trust, Series 2017-R1                                                                  | CUSIP: 38218AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325773 | PA      | $322495.40     | 0.00%             | 2051-10-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Arbor Realty SR, Inc.                                                | Arbor Realty SR, Inc., Series QIB                                                                | CUSIP: 03881NAG2<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   17715000 | PA      | $17674578.62   | 0.07%             | 2027-10-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2012-46, Class KI                                                            | CUSIP: 3136A5L87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117143 | PA      | $1726.72       | 0.00%             | 2027-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                     | Multi-Family Connecticut Avenue Securities Trust, Series 2019-01, Class M10                      | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   31540282 | PA      | $32013730.15   | 0.13%             | 2049-10-25      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132QDE49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     396846 | PA      | $366987.43     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                        | AIB Group plc                                                                                    | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    5408000 | PA      | $5752240.13    | 0.02%             | 2029-09-13      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2273000 | PA      | $2047497.53    | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                        | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4249924.00    | 0.02%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Avient Corp.                                                         | Avient Corp.                                                                                     | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     245000 | PA      | $249535.69     | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31419AXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1624690 | PA      | $1623235.08    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2020-SFR1, Class H                                                  | CUSIP: 33767MAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6976469.50    | 0.03%             | 2037-08-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                | FHLMC, STRIPS, Series 279, Class 35                                                              | CUSIP: 3128HX7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     358661 | PA      | $337631.16     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCE SA                                                                                          | CUSIP: 05578QAF0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6550000 | PA      | $5785788.38    | 0.02%             | 2032-10-19      | Variable      | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2020-M38, Class 2A1                                                            | CUSIP: 3136BBHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4257762 | PA      | $4002501.04    | 0.02%             | 2028-11-25      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140L5B47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8322557 | PA      | $6676272.72    | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $6550099.00    | 0.03%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EQV Abs Issuer I LLC                                                 | EQV ABS Issuer LLC                                                                               | CUSIP: 29476QAD8<br>LEI: 254900AKBSYT3UNVVC48 | Long             | ABS-O            | CORP              | US        |   15259408 | PA      | $15259407.72   | 0.06%             | 2040-12-15      | Fixed         | 10.76%                | No            |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K105, Class X2A                                                | CUSIP: 302975BA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  668834910 | PA      | $2203944.80    | 0.01%             | 2053-03-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                            | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3545000 | PA      | $3713022.37    | 0.02%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust                               | Banc of America Alternative Loan Trust, Series 2004-6, Class 4A1                                 | CUSIP: 05948KSN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8838 | PA      | $7597.44       | 0.00%             | 2019-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mid-State Capital Corp. Trust                                        | Mid-State Capital Corp. Trust, Series 2006-1, Class A                                            | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     459045 | PA      | $460603.76     | 0.00%             | 2040-10-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp.                                                | Range Resources Corp.                                                                            | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |    5886000 | PA      | $6040525.16    | 0.03%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                | Haleon US Capital LLC                                                                            | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    2616000 | PA      | $2585636.98    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                              | GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3                                               | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12749 | PA      | $13102.43      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                       | NNN REIT, Inc.                                                                                   | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $2843543.18    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                      | Moran Foods LLC, 1st Lien PIK Term Loan                                                          | CUSIP: 61647DAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1106423 | PA      | $755244.49     | 0.00%             | 2026-06-30      | Variable      | 11.65%                | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QMUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16729709 | PA      | $14062329.87   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617ALMR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3947026 | PA      | $3830530.90    | 0.02%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                  | NatWest Markets plc                                                                              | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   17115000 | PA      | $17762547.39   | 0.07%             | 2029-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                 | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2549000 | PA      | $2433647.43    | 0.01%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LGCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14634948 | PA      | $14066650.58   | 0.06%             | 2028-12-01      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2005-106, Class US                                                           | CUSIP: 31394UN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7531 | PA      | $7951.83       | 0.00%             | 2035-11-25      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                   | British Airways Pass-Through Trust, Series 2019-1, Class AA                                      | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     411123 | PA      | $386293.54     | 0.00%             | 2032-12-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132J6Z98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1638401 | PA      | $1506580.35    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                          | Terex Corp.                                                                                      | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     950000 | PA      | $934446.41     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                             | JBS USA Holding Lux Sarl                                                                         | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2503940.36    | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                              | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  244230600 | PA      | $251614760.77  | 1.04%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138EJJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5995913 | PA      | $5835671.15    | 0.02%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132HDGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     176877 | PA      | $163567.81     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XHZZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6536317 | PA      | $5713398.18    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX                                                                   | BX, Series 2021-MFM1, Class F                                                                    | CUSIP: 05608VAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1359043 | PA      | $1358583.24    | 0.01%             | 2034-01-15      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                           | BXG Receivables Note Trust, Series 2018-A, Class C                                               | CUSIP: 05607UAC3<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |     450825 | PA      | $450346.72     | 0.00%             | 2034-02-02      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                     | Burlington Northern Santa Fe LLC                                                                 | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16045000 | PA      | $15586445.45   | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     830000 | PA      | $739316.60     | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617K1X65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8273897 | PA      | $7971083.08    | 0.03%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust                                            | Soundview Home Loan Trust, Series 2007-OPT1, Class 2A1                                           | CUSIP: 83612TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     649826 | PA      | $426311.83     | 0.00%             | 2037-06-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                              | Entergy Mississippi LLC                                                                          | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2860905.78    | 0.01%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2016-2, Class A                                       | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3726770 | PA      | $3513800.77    | 0.01%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                                                 | Sprint Capital Corp.                                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4814067.66    | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202CUW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         88 | PA      | $88.38         | 0.00%             | 2027-03-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K155, Class X2A                                                | CUSIP: 30296QAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  431548703 | PA      | $2050719.44    | 0.01%             | 2033-04-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2016-38, Class NA                                                            | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4746321 | PA      | $4501415.66    | 0.02%             | 2046-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133BHYL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13705677 | PA      | $13218761.68   | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                             | UnitedHealth Group, Inc.                                                                         | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1898000 | PA      | $1238519.59    | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2017-H08, Class XI                                                                  | CUSIP: 38376R2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6206418 | PA      | $264750.29     | 0.00%             | 2067-03-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, STRIPS, Series 262, Class 35                                                              | CUSIP: 3128HXKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1371266 | PA      | $1291547.88    | 0.01%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140W04Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15856800 | PA      | $13270455.61   | 0.06%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                 | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2141000 | PA      | $2180814.36    | 0.01%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2020-M50, Class X1                                                             | CUSIP: 3136BCGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   76628267 | PA      | $2981674.83    | 0.01%             | 2030-10-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                 | Consumers Energy Co.                                                                             | CUSIP: 210518CX2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     477000 | PA      | $360269.09     | 0.00%             | 2064-08-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp.                                               | Encompass Health Corp.                                                                           | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1324396.97    | 0.01%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CFIN Issuer LLC                                                      | CFIN Issuer LLC, Series 2022-RTL1, Class AB                                                      | CUSIP: 12531CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2936782 | PA      | $2902715.54    | 0.01%             | 2026-02-16      | Variable      | 6.50%                 | Yes           |                  3 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6097000 | PA      | $6291564.72    | 0.03%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KJ26, Class A2                  | CUSIP: 3137FPJ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8894761 | PA      | $8753110.11    | 0.04%             | 2027-07-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                   | United Rentals North America, Inc.                                                               | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $5563776.71    | 0.02%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                             | JBS USA Holding Lux SARL                                                                         | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2040000 | PA      | $1917428.23    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140NS5K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11074235 | PA      | $11398283.29   | 0.05%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8853768.80    | 0.04%             | 2030-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   26791000 | PA      | $27817145.40   | 0.12%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                     | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    9510000 | PA      | $9418557.74    | 0.04%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140JBFG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   61922651 | PA      | $51033216.94   | 0.21%             | 2032-10-01      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp.                                                   | Imola Merger Corp.                                                                               | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5069000 | PA      | $4941790.91    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140J73J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3240767 | PA      | $3141089.16    | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                   | Wand NewCo 3, Inc., 1st Lien Term Loan                                                           | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3561165 | PA      | $3552725.19    | 0.01%             | 2031-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133BH7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27459116 | PA      | $25676327.37   | 0.11%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                        | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR11, Class A                         | CUSIP: 92922FYA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94291 | PA      | $91945.91      | 0.00%             | 2034-10-25      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2330, Class PE                                                              | CUSIP: 3133TTTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41781 | PA      | $43499.58      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                | Dominion Energy, Inc., Series B                                                                  | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2943160.00    | 0.01%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                             | PNC Financial Services Group, Inc. (The)                                                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3951265.49    | 0.02%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                           | Mars, Inc.                                                                                       | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    4058000 | PA      | $4000423.15    | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                 | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1127771.70    | 0.00%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2091, Class PG                                                              | CUSIP: 3133TGT74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      44748 | PA      | $45484.27      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                   | DT Midstream, Inc.                                                                               | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2602000 | PA      | $2503383.94    | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd.                                                         | Valaris Ltd.                                                                                     | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    3420000 | PA      | $3560514.12    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KS11, Class AFX2                | CUSIP: 3137FNAY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48537235 | PA      | $46159002.71   | 0.19%             | 2029-06-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140J6DL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3988282 | PA      | $3818043.71    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                         | Mizuho Financial Group, Inc.                                                                     | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2071166.48    | 0.01%             | 2030-07-10      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                  | Iron Mountain, Inc.                                                                              | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     962000 | PA      | $959720.64     | 0.00%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K157, Class C                                                  | CUSIP: 30297EAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50000000 | PA      | $25605025.00   | 0.11%             | 2033-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                       | Lehman Brothers Holdings, Inc., Escrow                                                           | CUSIP: 525ESC4I7<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |     235000 | PA      | $211.50        | 0.00%             | 2009-03-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lendingpoint SPE Trust                                               | Lendingpoint SPE Trust, Series 2020-VFN1, Class A1B                                              | CUSIP: 52607AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     365317 | PA      | $361590.48     | 0.00%             | 2026-12-15      | Floating      | 9.21%                 | Yes           |                  3 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                 | Owens-Brockway Glass Container, Inc.                                                             | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3521245.64    | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                           | TransCanada PipeLines Ltd.                                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   11000000 | PA      | $10602917.49   | 0.04%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2023-M8, Class A2                                                              | CUSIP: 3136BQSN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32285000 | PA      | $32478086.90   | 0.13%             | 2033-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group, Inc.                                        | Asbury Automotive Group, Inc.                                                                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    3592000 | PA      | $3549637.39    | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA, Grantor Trust                                                  | FNMA, Grantor Trust, Series 2017-T1, Class A                                                     | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   95491787 | PA      | $93393497.75   | 0.39%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                                | Claire's Stores, Inc., 1st Lien Term Loan B                                                      | CUSIP: 17958DAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1545688 | PA      | $0.02          | 0.00%             | 2026-12-18      | Variable      | 10.73%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133BQY67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15517659 | PA      | $15459965.98   | 0.06%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co. Gas Capital Corp.                                       | Southern Co. Gas Capital Corp., Series 21A                                                       | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    9888000 | PA      | $6246790.87    | 0.03%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                | Entergy Louisiana LLC                                                                            | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    7252000 | PA      | $6345888.13    | 0.03%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Republic of Ecuador                                                  | Republic of Ecuador                                                                              | CUSIP: 27927IAF0<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    4110000 | PA      | $3103050.00    | 0.01%             | 2035-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Gray Oak Pipeline LLC                                                | Gray Oak Pipeline LLC                                                                            | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1423000 | PA      | $1400321.09    | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                 | Clear Channel Outdoor Holdings, Inc.                                                             | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    2793000 | PA      | $2842860.94    | 0.01%             | 2033-03-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                                     | Berkshire Hathaway Finance Corp.                                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $1292924.93    | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                  | Iron Mountain, Inc.                                                                              | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    6269000 | PA      | $6228960.52    | 0.03%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SACO I, Inc.                                                         | SACO I, Inc., Series 1997-2, Class 1A5                                                           | CUSIP: 073919AK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8139 | PA      | $7744.54       | 0.00%             | 2036-08-25      | Fixed         | 7.00%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138WK3V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1227212 | PA      | $1234753.90    | 0.01%             | 2047-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LE4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10673521 | PA      | $9772147.13    | 0.04%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Triad Holdings III LLC                                               | Triad Holdings III LLC                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   14427242 | PA      | $14427242.27   | 0.06%             | 2052-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Fidelity National Information Services, Inc.                         | Fidelity National Information Services, Inc.                                                     | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    1942000 | PA      | $1585861.36    | 0.01%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II                                                                                          | CUSIP: 3617XXC56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28298127 | PA      | $29640238.79   | 0.12%             | 2072-03-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                 | American Express Co.                                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4775200.08    | 0.02%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                            | Seagate Data Storage Technology Pte. Ltd.                                                        | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    3204000 | PA      | $3041204.12    | 0.01%             | 2029-06-01      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2021-K126, Class D                                                  | CUSIP: 30319DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42427360 | PA      | $27255764.58   | 0.11%             | 2054-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                 | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   10013000 | PA      | $9983296.44    | 0.04%             | 2029-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Partners LP                                                    | ONEOK Partners LP                                                                                | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    1423000 | PA      | $1541432.46    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                             | Sierra Timeshare Receivables Funding LLC, Series 2022-3A, Class D                                | CUSIP: 826934AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600785 | PA      | $2740690.72    | 0.01%             | 2039-07-20      | Fixed         | 10.52%                | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                  | Sirius XM Radio LLC                                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   10513000 | PA      | $10145922.84   | 0.04%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27100562 | PA      | $23438903.20   | 0.10%             | 2060-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1402430 | PA      | $1385591.02    | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                            | PG&E Recovery Funding LLC, Series A-3                                                            | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4481998.52    | 0.02%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA I, 30 Year                                                                                  | CUSIP: 3622A2JL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1157398 | PA      | $1225125.29    | 0.01%             | 2036-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co., Inc.                                          | Acadia Healthcare Co., Inc.                                                                      | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    2427000 | PA      | $2372170.67    | 0.01%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                    | GLS Auto Receivables Issuer Trust, Series 2023-2A, Class C                                       | CUSIP: 379928AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11317000 | PA      | $11389539.71   | 0.05%             | 2029-03-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                         | Drive Auto Receivables Trust, Series 2024-2, Class D                                             | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14500000 | PA      | $14600708.30   | 0.06%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Coherent Corp.                                                       | Coherent Corp.                                                                                   | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    6307000 | PA      | $6198230.74    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 1997-63, Class ZA                                                            | CUSIP: 31359QLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        767 | PA      | $766.31        | 0.00%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1282557.13    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                      | Danske Bank A/S                                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2560000 | PA      | $2671592.29    | 0.01%             | 2030-03-01      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                                       | Home Partners of America Trust, Series 2021-3, Class E2                                          | CUSIP: 43730XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12876410 | PA      | $11883559.91   | 0.05%             | 2041-01-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $4790417.65    | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2016-M7, Class A2                                                              | CUSIP: 3136AS4R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5168477 | PA      | $5094778.59    | 0.02%             | 2026-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140H7NV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2255123 | PA      | $2128817.06    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                         | Barclays plc                                                                                     | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5030000 | PA      | $5039006.32    | 0.02%             | 2029-11-11      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                       | NNN REIT, Inc.                                                                                   | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1235211.44    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                                            | EQT Corp.                                                                                        | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   32267000 | PA      | $32038808.74   | 0.13%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                        | Air Canada Pass-Through Trust, Series 2017-1, Class A                                            | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     748747 | PA      | $705702.69     | 0.00%             | 2030-01-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                              | Nissan Auto Lease Trust, Series 2023-B, Class A4                                                 | CUSIP: 65473FAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8975000 | PA      | $8987464.48    | 0.04%             | 2027-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                       | Home Partners of America Trust, Series 2019-2, Class E                                           | CUSIP: 43732TAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8957253 | PA      | $8655781.34    | 0.04%             | 2039-10-19      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                               | Santander Drive Auto Receivables Trust, Series 2024-4, Class C                                   | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7596419.25    | 0.03%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133AUP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17455704 | PA      | $14659217.34   | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                                        | BHP Billiton Finance USA Ltd.                                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1942000 | PA      | $1964977.61    | 0.01%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2022-83, Class GZ                                                                   | CUSIP: 38383RZD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15918538 | PA      | $12772573.15   | 0.05%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                               | Sempra                                                                                           | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   11580000 | PA      | $11750747.10   | 0.05%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2253696 | PA      | $2202273.88    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                                       | Enbridge, Inc.                                                                                   | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9057000 | PA      | $10245405.20   | 0.04%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                                 | BANK, Series 2019-BN19, Class A3                                                                 | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9707447 | PA      | $9126469.89    | 0.04%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                             | Bristol-Myers Squibb Co.                                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5823000 | PA      | $5187687.18    | 0.02%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                 | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1010000 | PA      | $936903.98     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                | Time Warner Cable LLC                                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7002549.47    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617K1XE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3944662 | PA      | $3870726.32    | 0.02%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brooklyn Union Gas Co. (The)                                         | Brooklyn Union Gas Co. (The)                                                                     | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     971000 | PA      | $753137.66     | 0.00%             | 2048-03-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| GAM Re-REMIC TRUST                                                   | GAM Re-REMIC TRUST, Series 2021-FRR2, Class CK78                                                 | CUSIP: 36459TCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14300000 | PA      | $10778123.07   | 0.04%             | 2051-09-27      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Graphic Packaging International LLC                                  | Graphic Packaging International LLC                                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    2157000 | PA      | $2131649.21    | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2005-90, Class ES                                                            | CUSIP: 31394FVU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12404 | PA      | $13109.61      | 0.00%             | 2035-10-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                         | San Diego Gas & Electric Co., Series UUU                                                         | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    4641000 | PA      | $3124582.67    | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $990171.81     | 0.00%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2003-52, Class SB                                                                   | CUSIP: 38373QS44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21116 | PA      | $20986.73      | 0.00%             | 2033-06-16      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCE SA                                                                                          | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   11360000 | PA      | $12541536.33   | 0.05%             | 2034-10-19      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                      | Permian Resources Operating LLC                                                                  | CUSIP: 27034RAC7<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1222000 | PA      | $1326537.21    | 0.01%             | 2031-07-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA/FHLMC                                                           | FNMA/FHLMC UMBS, Single Family, 30 Year                                                          | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  199885000 | PA      | $165931960.23  | 0.69%             | 2055-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3874906.02    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of Oklahoma                                       | Public Service Co. of Oklahoma, Series G                                                         | CUSIP: 744533BJ8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    1068000 | PA      | $1167954.82    | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2015-H23, Class FB                                                                  | CUSIP: 38376RHF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1692489 | PA      | $1693189.31    | 0.01%             | 2065-09-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QKXC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19603455 | PA      | $16440251.55   | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA I, 30 Year                                                                                  | CUSIP: 36225BG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7122 | PA      | $7323.43       | 0.00%             | 2029-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                               | Home Depot, Inc. (The)                                                                           | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5048000 | PA      | $3473664.19    | 0.01%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                         | DaVita, Inc.                                                                                     | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     662000 | PA      | $604077.32     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                   | Evergy Metro, Inc.                                                                               | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     714000 | PA      | $575775.27     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2006-9, Class KZ                                                             | CUSIP: 31395BCF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93924 | PA      | $98824.62      | 0.00%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                            | Consolidated Edison Co. of New York, Inc., Series E                                              | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1651000 | PA      | $1420425.45    | 0.01%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LFLE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24627793 | PA      | $21001534.45   | 0.09%             | 2034-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                                          | L3Harris Technologies, Inc.                                                                      | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2166000 | PA      | $2105848.36    | 0.01%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                       | Mariner Finance Issuance Trust, Series 2025-AA, Class E                                          | CUSIP: 567920AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8250000 | PA      | $8542732.28    | 0.04%             | 2038-05-20      | Fixed         | 8.64%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Commercial Mortgage Trust                              | Credit Suisse Commercial Mortgage Trust, Series 2007-C2, Class AX                                | CUSIP: 22545YBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8818137 | PA      | $1760.98       | 0.00%             | 2049-01-15      | Variable      | 0.03%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                             | Svenska Handelsbanken AB                                                                         | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   14707000 | PA      | $15239434.14   | 0.06%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KKAE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60595564 | PA      | $50972723.30   | 0.21%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co.                                                  | Sonoco Products Co.                                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   10589000 | PA      | $9965944.19    | 0.04%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                              | Hyundai Capital America                                                                          | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4410000 | PA      | $4455412.20    | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XJY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22462121 | PA      | $21109261.17   | 0.09%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                                         | Tallgrass Energy Partners LP                                                                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4811897.10    | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132HQGD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2831811 | PA      | $2683813.02    | 0.01%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                         | Zoetis, Inc.                                                                                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1978363.43    | 0.01%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eni USA, Inc.                                                        | Eni USA, Inc.                                                                                    | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     486000 | PA      | $516914.67     | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                              | MPLX LP                                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   15780000 | PA      | $15791868.45   | 0.07%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co., Series C                                                         | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1233000 | PA      | $883833.68     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     850000 | PA      | $775932.05     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury STRIPS Bonds                                                                       | CUSIP: 9128337P9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141586000 | PA      | $113457149.02  | 0.47%             | 2031-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8520000 | PA      | $8682337.61    | 0.04%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA Trust, Whole Loan, Series 2004-W2, Class 1A                                                 | CUSIP: 31393XGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60737 | PA      | $61478.44      | 0.00%             | 2044-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                             | Roper Technologies, Inc.                                                                         | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1010159.27    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Terex Corp.                                                          | Terex Corp.                                                                                      | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    1792000 | PA      | $1814027.26    | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3032000 | PA      | $3129868.81    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140LS3A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18947119 | PA      | $15813296.91   | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Precision Drilling Corp.                                             | Precision Drilling Corp.                                                                         | CUSIP: 740212AL9<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    1319000 | PA      | $1318419.64    | 0.01%             | 2026-01-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                            | Seagate Data Storage Technology Pte. Ltd.                                                        | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    2456000 | PA      | $2606278.83    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                         | GS Mortgage Securities Trust, Series 2019-GC38, Class A4                                         | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30190161 | PA      | $29532724.96   | 0.12%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HNWJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3968510 | PA      | $3853223.75    | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     266000 | PA      | $264406.10     | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                                     | Nevada Power Co.                                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1523352.73    | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarNow Auto Receivables Trust                                        | CarNow Auto Receivables Trust, Series 2022-1A, Class E                                           | CUSIP: 14367LAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11649000 | PA      | $3155481.12    | 0.01%             | 2028-08-15      | Fixed         | 8.29%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                              | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  165946500 | PA      | $160890317.58  | 0.67%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                        | Calpine Corp.                                                                                    | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2885067.45    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                   | Venture Global Plaquemines LNG LLC                                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    7801000 | PA      | $8143986.57    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                     | Principal Life Global Funding II                                                                 | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |     569000 | PA      | $564268.21     | 0.00%             | 2026-04-18      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                         | Performance Food Group, Inc.                                                                     | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    5217000 | PA      | $5209908.53    | 0.02%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                                              | Republic of El Salvador                                                                          | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   10925000 | PA      | $11416625.00   | 0.05%             | 2054-11-21      | Fixed         | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                   | Banco Santander SA                                                                               | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   23000000 | PA      | $23914206.53   | 0.10%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Mars, Inc.                                                           | Mars, Inc.                                                                                       | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   48750000 | PA      | $49681544.25   | 0.21%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LFW91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24457913 | PA      | $22626872.57   | 0.09%             | 2030-10-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                   | Regency Centers LP                                                                               | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    3743000 | PA      | $3648304.42    | 0.02%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                          | Caesars Entertainment, Inc.                                                                      | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    7857000 | PA      | $8054870.69    | 0.03%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                             | Lloyds Banking Group plc                                                                         | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3060000 | PA      | $3002049.20    | 0.01%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                              | Hyundai Capital America                                                                          | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $3808733.35    | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Aon Corp.                                                            | Aon Corp.                                                                                        | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     864000 | PA      | $894192.85     | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                  | Societe Generale SA                                                                              | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   11251000 | PA      | $11148377.94   | 0.05%             | 2026-12-14      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2003-101, Class SK                                                                  | CUSIP: 38374EQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     271462 | PA      | $1329.59       | 0.00%             | 2033-10-17      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                             | Electricite de France SA                                                                         | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    5450000 | PA      | $5832235.97    | 0.02%             | 2053-05-23      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                      | Santander UK Group Holdings plc                                                                  | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    5279000 | PA      | $5304311.12    | 0.02%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                                  | Bank of New Zealand                                                                              | CUSIP: 06407EAH8<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    1340000 | PA      | $1379441.49    | 0.01%             | 2029-01-30      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                          | IQVIA, Inc.                                                                                      | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    5377000 | PA      | $5355308.11    | 0.02%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                          | Prologis LP                                                                                      | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    4989000 | PA      | $3219409.08    | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hertz Corp. (The)                                                    | Hertz Corp. (The)                                                                                | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    6538000 | PA      | $6060277.56    | 0.03%             | 2026-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MetLife, Inc.                                                        | MetLife, Inc.                                                                                    | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     680000 | PA      | $763936.57     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-KHG1, Class C                                                  | CUSIP: 30309FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32247169 | PA      | $30453278.34   | 0.13%             | 2027-12-25      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                   | ITC Holdings Corp.                                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $3648809.05    | 0.02%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                                        | AIB Group plc                                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    1400000 | PA      | $1455438.57    | 0.01%             | 2035-03-28      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| TriMas Corp.                                                         | TriMas Corp.                                                                                     | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |    3262000 | PA      | $3139110.67    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp.                                                         | Ameren Corp.                                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2321000 | PA      | $2217688.00    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KW10, Class X2B                                                | CUSIP: 30298XAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32000000 | PA      | $102460.80     | 0.00%             | 2032-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC                                             | Wynn Resorts Finance LLC                                                                         | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1584000 | PA      | $1603487.95    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QNBU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20608356 | PA      | $17219585.01   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd.                                                     | HGI CRE CLO Ltd., Series 2022-FL3, Class D                                                       | CUSIP: 403950AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10651500 | PA      | $10679460.19   | 0.04%             | 2037-04-20      | Floating      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| RingCentral, Inc.                                                    | RingCentral, Inc.                                                                                | CUSIP: 76680RAJ6<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |    4715000 | PA      | $5031583.96    | 0.02%             | 2030-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                  | Societe Generale SA                                                                              | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3095000 | PA      | $2756283.70    | 0.01%             | 2032-06-09      | Variable      | 2.89%                 | Yes           |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                       | Mariner Finance Issuance Trust, Series 2023-AA, Class E                                          | CUSIP: 56847FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16200000 | PA      | $16975575.00   | 0.07%             | 2035-10-22      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                              | Qnity Electronics, Inc.                                                                          | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     275000 | PA      | $284273.79     | 0.00%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A                                          | CUSIP: 31393AP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42974 | PA      | $43523.33      | 0.00%             | 2042-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                              | Bath & Body Works, Inc.                                                                          | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    6323000 | PA      | $6493449.11    | 0.03%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSL Finance plc                                                      | CSL Finance plc                                                                                  | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    9560000 | PA      | $9778193.14    | 0.04%             | 2034-04-03      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                     | NCR Atleos Corp., 1st Lien Term Loan B                                                           | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    1482667 | PA      | $1491310.61    | 0.01%             | 2029-03-27      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                      | CHL Mortgage Pass-Through Trust, Series 2004-3, Class A25                                        | CUSIP: 12669FPZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51867 | PA      | $51510.86      | 0.00%             | 2034-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc                                         | Ardagh Packaging Finance plc                                                                     | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9786000 | PA      | $9296700.00    | 0.04%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K142, Class AM                  | CUSIP: 3137H73Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21356384 | PA      | $19050426.30   | 0.08%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Securities, Inc.                               | Bear Stearns Mortgage Securities, Inc., Series 1997-6, Class 1A                                  | CUSIP: 073914VW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         13 | PA      | $12.48         | 0.00%             | 2031-03-25      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                                       | Takeda Pharmaceutical Co. Ltd.                                                                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    5254000 | PA      | $3428227.43    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Central Garden & Pet Co.                                             | Central Garden & Pet Co.                                                                         | CUSIP: 153527AP1<br>LEI: 5493004DVZLD37DJ0H83 | Long             | DBT              | CORP              | US        |     724000 | PA      | $674676.56     | 0.00%             | 2031-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                    | EMRLD Borrower LP, 1st Lien Term Loan B                                                          | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    8825055 | PA      | $8809434.37    | 0.04%             | 2030-05-31      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                  | Sirius XM Radio LLC                                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2672000 | PA      | $2484440.19    | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                          | IQVIA, Inc.                                                                                      | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    5508000 | PA      | $5677740.04    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2017-H11, Class XI                                                                  | CUSIP: 38376R4N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19202361 | PA      | $705448.67     | 0.00%             | 2067-05-20      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                          | Cheniere Energy Partners LP                                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   29095000 | PA      | $29883110.23   | 0.12%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140EU2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     147415 | PA      | $136150.14     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                  | Societe Generale SA                                                                              | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   19245000 | PA      | $20095598.59   | 0.08%             | 2033-04-13      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co.                                                 | Consumers Energy Co.                                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    4626000 | PA      | $4592310.23    | 0.02%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avient Corp.                                                         | Avient Corp.                                                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    4223000 | PA      | $4362899.54    | 0.02%             | 2030-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                 | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    4251000 | PA      | $4027617.60    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2018-M14, Class A2                                                             | CUSIP: 3136B27L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32044952 | PA      | $31667379.19   | 0.13%             | 2028-08-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LK5V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17812195 | PA      | $18101216.39   | 0.08%             | 2032-10-01      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K115, Class D                                                  | CUSIP: 302673AG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46661052 | PA      | $32637338.79   | 0.14%             | 2053-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617YCV68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8254731 | PA      | $7741186.77    | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                              | Eni SpA                                                                                          | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    3253000 | PA      | $3358840.16    | 0.01%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                              | Pfizer Investment Enterprises Pte. Ltd.                                                          | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    5034000 | PA      | $5044067.70    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                    | Credit Acceptance Auto Loan Trust                                                                | CUSIP: 22530BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   38893000 | PA      | $39476395.00   | 0.16%             | 2034-04-17      | Fixed         | 7.68%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LCYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7517346 | PA      | $7467148.18    | 0.03%             | 2026-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QRR54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16381780 | PA      | $16608936.27   | 0.07%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2016-2, Class AA                                      | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1090093 | PA      | $1035066.65    | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                            | DLLAA LLC, Series 2023-1A, Class A3                                                              | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11480000 | PA      | $11614192.02   | 0.05%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                                | Avantor Funding, Inc.                                                                            | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    3673000 | PA      | $3614918.85    | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                             | Sierra Timeshare Receivables Funding LLC, Series 2022-1A, Class D                                | CUSIP: 82652TAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3174992 | PA      | $3160255.41    | 0.01%             | 2038-10-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $4068080.73    | 0.02%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LYTC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79449 | PA      | $77506.45      | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                    | Xcel Energy, Inc.                                                                                | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2092380.84    | 0.01%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets LLC                                               | Accelerated Assets LLC, Series 2018-1, Class C                                                   | CUSIP: 00436MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     501364 | PA      | $493011.97     | 0.00%             | 2033-12-02      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| iHeartMedia, Inc.                                                    | iHeartMedia, Inc., Class A                                                                       | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     126491 | NS      | $269425.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3306, Class TB                                                              | CUSIP: 31397GJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8614 | PA      | $8576.79       | 0.00%             | 2037-04-15      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QKF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5131476 | PA      | $4504575.34    | 0.02%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XFGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27504051 | PA      | $22846811.13   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2005-51, Class MO                                                            | CUSIP: 31394EBS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15566 | PA      | $10496.22      | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                       | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK58                                     | CUSIP: 12529YBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10862634 | PA      | $10330169.41   | 0.04%             | 2029-09-29      | Variable      | 2.39%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                      | Nordea Bank Abp                                                                                  | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     610000 | PA      | $625188.18     | 0.00%             | 2027-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3855, Class AM                                                              | CUSIP: 3137AAZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40253 | PA      | $41351.64      | 0.00%             | 2036-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                   | ITC Holdings Corp.                                                                               | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    5973000 | PA      | $6081115.96    | 0.03%             | 2033-06-01      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                              | Williams Scotsman, Inc.                                                                          | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1908803.05    | 0.01%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                          | Hashemite Kingdom of Jordan                                                                      | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    4000000 | PA      | $3710000.00    | 0.02%             | 2047-10-10      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Seasoned Credit Risk Transfer Trust                                  | Seasoned Credit Risk Transfer Trust, Series 2025-1, Class MTU                                    | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24314809 | PA      | $21122600.26   | 0.09%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vital Energy, Inc.                                                   | Vital Energy, Inc.                                                                               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2014918.25    | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                              | Volkswagen Group of America Finance LLC                                                          | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   11216000 | PA      | $11375875.11   | 0.05%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| S&P Global, Inc.                                                     | S&P Global, Inc.                                                                                 | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5937805.06    | 0.02%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates | Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-37A, Class 2A  | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27173 | PA      | $26787.28      | 0.00%             | 2033-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCE SA                                                                                          | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6090000 | PA      | $6407739.54    | 0.03%             | 2036-01-14      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2021-SFR1, Class F2                                                 | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16851000 | PA      | $16510656.98   | 0.07%             | 2038-08-17      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                      | Moran Foods LLC, 2nd Lien PIK Term Loan                                                          | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1365076 | PA      | $302364.25     | 0.00%             | 2026-06-30      | Variable      | 11.65%                | No            |                  3 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 312945PS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4342414 | PA      | $4343840.66    | 0.02%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617WUJH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7863712 | PA      | $7324182.04    | 0.03%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     821000 | PA      | $821664.37     | 0.00%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2912, Class EH                                                              | CUSIP: 31395LFN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326015 | PA      | $340997.84     | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jonah Energy ABS II LLC                                              | Jonah Energy ABS LLC                                                                             | CUSIP: 479915AB6<br>LEI: 254900MMTK6TS4MGMV20 | Long             | ABS-O            | CORP              | US        |   14000000 | PA      | $14000000.00   | 0.06%             | 2041-01-10      | Fixed         | 6.62%                 | No            |                  3 | On Loan: No      |
| Arab Republic of Egypt                                               | Arab Republic of Egypt                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    5800000 | PA      | $4813072.00    | 0.02%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XDGG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10882331 | PA      | $9178454.72    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   19196000 | PA      | $19011382.85   | 0.08%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                             | Lloyds Banking Group plc                                                                         | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     633000 | PA      | $635635.65     | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The), Series X                                                        | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7601000 | PA      | $7979035.74    | 0.03%             | 2029-05-10      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                  | Public Service Electric and Gas Co.                                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $1556618.59    | 0.01%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                        | UniCredit SpA                                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    4300000 | PA      | $4587197.95    | 0.02%             | 2034-04-02      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2016-33, Class JA                                                            | CUSIP: 3136AR6G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5848034 | PA      | $5603467.86    | 0.02%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                 | Columbia Pipelines Operating Co. LLC                                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17257000 | PA      | $18267756.81   | 0.08%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| ACRE Commercial Mortgage Ltd.                                        | ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class C                                          | CUSIP: 00489TAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8737000 | PA      | $8586461.49    | 0.04%             | 2037-12-18      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International, Inc.                                        | Honeywell International, Inc.                                                                    | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4408042.35    | 0.02%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3620AR2U4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11232 | PA      | $11331.09      | 0.00%             | 2036-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                            | MGM Resorts International                                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2001708.66    | 0.01%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132QQJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1695453 | PA      | $1605211.67    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Paraguay                                                 | Republic of Paraguay                                                                             | CUSIP: N/A<br>LEI: 529900UXKJTJPCU0HK83       | Long             | DBT              | NUSS              | PY        |     129000 | PA      | $129096.75     | 0.00%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II                                                                                          | CUSIP: 3617XXDH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31368701 | PA      | $32724701.25   | 0.14%             | 2072-04-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15030000 | PA      | $13881535.31   | 0.06%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                | Alexandria Real Estate Equities, Inc.                                                            | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2703333.34    | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                              | GSR Mortgage Loan Trust, Series 2004-6F, Class 2A4                                               | CUSIP: 36228F2K1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30224 | PA      | $30704.99      | 0.00%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Masterbrand, Inc.                                                    | Masterbrand, Inc.                                                                                | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4858385.07    | 0.02%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140J5JP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6596643 | PA      | $6344188.75    | 0.03%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                | Axon Enterprise, Inc.                                                                            | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     381000 | PA      | $391447.40     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Station Casinos LLC                                                  | Station Casinos LLC                                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    2998000 | PA      | $2954920.54    | 0.01%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2017-K61, Class C                                                   | CUSIP: 30296AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5188631 | PA      | $5076163.79    | 0.02%             | 2049-12-25      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                 | Meta Platforms, Inc.                                                                             | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    9370000 | PA      | $8988478.90    | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                               | Standard Chartered plc                                                                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2916000 | PA      | $3037888.80    | 0.01%             | 2029-01-09      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14430000 | PA      | $15116969.01   | 0.06%             | 2029-09-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                  | Hilton Domestic Operating Co., Inc.                                                              | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    1423000 | PA      | $1298868.01    | 0.01%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2009-81, Class A                                                                    | CUSIP: 38376F6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39073 | PA      | $39759.17      | 0.00%             | 2036-09-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Granite Park Equipment Leasing LLC                                   | Granite Park Equipment Leasing LLC, Series 2023-1A, Class E                                      | CUSIP: 387422AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9428000 | PA      | $9409100.63    | 0.04%             | 2035-06-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 20 Year                                                                               | CUSIP: 31417YU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50483 | PA      | $49714.25      | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3, Inc.                                                   | Wand NewCo 3, Inc.                                                                               | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    2004000 | PA      | $2120260.06    | 0.01%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                       | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK54                                     | CUSIP: 12529YAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21870878 | PA      | $21136978.82   | 0.09%             | 2026-02-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418BWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1834203 | PA      | $1743989.70    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                             | Blue Racer Midstream LLC                                                                         | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1401000 | PA      | $1457551.37    | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133BQXF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12093262 | PA      | $12018377.71   | 0.05%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                               | Tenet Healthcare Corp.                                                                           | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $4195884.13    | 0.02%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dana, Inc.                                                           | Dana, Inc.                                                                                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1901930.70    | 0.01%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                              | Scripps Escrow II, Inc.                                                                          | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2868000 | PA      | $2540315.40    | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                   | ConocoPhillips Co.                                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   17910000 | PA      | $16993538.67   | 0.07%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LDTF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5762283 | PA      | $5622523.98    | 0.02%             | 2028-04-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                        | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A                          | CUSIP: 92922FAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46001 | PA      | $45006.70      | 0.00%             | 2033-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                         | ams-OSRAM AG                                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    1900000 | PA      | $2057559.40    | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                        | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class D                            | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6194515.20    | 0.03%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                    | Credit Acceptance Auto Loan Trust, Series 2023-2A, Class C                                       | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21842000 | PA      | $22381731.11   | 0.09%             | 2033-09-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132QDFM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     556246 | PA      | $514397.57     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                               | Virginia Power Fuel Securitization LLC, Series A-2                                               | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1105389.56    | 0.00%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2020-SFR1, Class F1                                                 | CUSIP: 33767MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3699000 | PA      | $3689550.53    | 0.02%             | 2037-08-17      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617KJAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4968877 | PA      | $4984397.55    | 0.02%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co., Series 08-A                                                      | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     277000 | PA      | $283178.74     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   68344590 | PA      | $60547840.56   | 0.25%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                    | Credit Acceptance Auto Loan Trust, Series 2023-5A, Class B                                       | CUSIP: 22535PAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17250000 | PA      | $17695213.88   | 0.07%             | 2034-02-15      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                          | Nationwide Building Society                                                                      | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    2120000 | PA      | $2077938.35    | 0.01%             | 2028-02-16      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                              | Republic Services, Inc.                                                                          | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     117000 | PA      | $100870.65     | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                           | AerCap Ireland Capital DAC                                                                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2238000 | PA      | $2343159.95    | 0.01%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| ABL                                                                  | ABL, Series 2025-RTL1, Class A1                                                                  | CUSIP: 00092RAA7<br>LEI: 254900C9FQN3N2YOSF41 | Long             | ABS-MBS          | CORP              | US        |   35010000 | PA      | $35243579.72   | 0.15%             | 2030-06-25      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LLQZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $10001497.80   | 0.04%             | 2033-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Three LLC                                         | Goodman US Finance Three LLC                                                                     | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     582000 | PA      | $573818.25     | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                                   | Essex Portfolio LP                                                                               | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    6395000 | PA      | $6600055.99    | 0.03%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLT XCV LLC                                                         | VOLT XCV LLC, Series 2021-NPL4, Class A1                                                         | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     990611 | PA      | $990299.83     | 0.00%             | 2051-03-27      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2021-K126, Class X2B                                                | CUSIP: 30319DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  111000000 | PA      | $484370.70     | 0.00%             | 2054-01-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                | Westlake Automobile Receivables Trust, Series 2023-4A, Class D                                   | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15900000 | PA      | $16589479.65   | 0.07%             | 2029-07-16      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                          | Federal Republic of Nigeria                                                                      | CUSIP: 65412JAR4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    4080000 | PA      | $4004764.80    | 0.02%             | 2028-09-28      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Purewest ABS Issuer LLC                                              | Purewest ABS Issuer LLC, Series 2025-1, Class A2                                                 | CUSIP: 74628AAB0<br>LEI: 254900N011GHBESCKS35 | Long             | ABS-O            | CORP              | US        |    9953662 | PA      | $10123869.90   | 0.04%             | 2040-04-05      | Fixed         | 6.53%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140J73H6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28452398 | PA      | $27077288.38   | 0.11%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, Single Family, 30 Year                                                                  | CUSIP: 21H050698<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  260500000 | PA      | $257853867.05  | 1.07%             | 2055-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                         | Hess Midstream Operations LP                                                                     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2025953.54    | 0.01%             | 2030-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA                                                                                             | CUSIP: 31410F3M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        720 | PA      | $726.74        | 0.00%             | 2037-04-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II                                                                                          | CUSIP: 3617XXC80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43109824 | PA      | $45023275.55   | 0.19%             | 2072-03-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2323593.68    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                           | Progress Residential Trust, Series 2022-SFR2, Class E2                                           | CUSIP: 74332VAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21356384 | PA      | $20809624.26   | 0.09%             | 2027-04-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                             | AthenaHealth Group, Inc., 1st Lien Term Loan                                                     | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    4204227 | PA      | $4199855.08    | 0.02%             | 2029-02-15      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                   | HERO Funding Trust, Series 2017-1A, Class A2                                                     | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1513413 | PA      | $1462490.00    | 0.01%             | 2047-09-20      | Fixed         | 4.46%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 1997-42, Class EG                                                            | CUSIP: 31359PW77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4611 | PA      | $4617.01       | 0.00%             | 2027-07-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                   | Venture Global Plaquemines LNG LLC                                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1763076.00    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                | Sumitomo Mitsui Financial Group, Inc.                                                            | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $3099389.82    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Sigeco Securitization I LLC                                          | Sigeco Securitization I LLC, Series A1                                                           | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     663332 | PA      | $674519.34     | 0.00%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                | Directv Financing LLC                                                                            | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4422000 | PA      | $4399886.64    | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                                            | CFIN 2022-RTL1 Issuer LLC, Class B                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    2944106 | PA      | $2944105.55    | 0.01%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FS Luxembourg Sarl                                                   | FS Luxembourg Sarl                                                                               | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    2997000 | PA      | $3142384.47    | 0.01%             | 2031-02-12      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                  | GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1                                  | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20182618 | PA      | $19659591.30   | 0.08%             | 2065-07-25      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2009-75, Class IY                                                                   | CUSIP: 38376CJS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      84750 | PA      | $2080.48       | 0.00%             | 2039-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Renew                                                                | Renew, Series 2017-1A, Class B                                                                   | CUSIP: 75973LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     210307 | PA      | $209495.82     | 0.00%             | 2052-09-20      | Fixed         | 5.75%                 | Yes           |                  3 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5267000 | PA      | $4906721.24    | 0.02%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                                          | Sysco Corp.                                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    3885000 | PA      | $4005810.29    | 0.02%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                                      | BAE Systems plc                                                                                  | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     764000 | PA      | $672303.56     | 0.00%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                           | Warnermedia Holdings, Inc.                                                                       | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1549085.00    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2008-55, Class PL                                                                   | CUSIP: 38375QK65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     366365 | PA      | $366684.52     | 0.00%             | 2038-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140J5FF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2968245 | PA      | $3080290.45    | 0.01%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                           | BXG Receivables Note Trust, Series 2023-A, Class C                                               | CUSIP: 123919AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14563528 | PA      | $14928450.84   | 0.06%             | 2038-11-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                     | Goodyear Tire & Rubber Co. (The)                                                                 | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    3898000 | PA      | $3701681.91    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LGZP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8003450 | PA      | $7804865.31    | 0.03%             | 2029-01-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                                           | Hess Corp.                                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $10042553.17   | 0.04%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NatWest Markets plc                                                  | NatWest Markets plc                                                                              | CUSIP: 63906YAD0<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $2919110.49    | 0.01%             | 2026-09-29      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2017-M3, Class A2                                                              | CUSIP: 3136AVYL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10274670 | PA      | $10056911.26   | 0.04%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3950000 | PA      | $4919810.36    | 0.02%             | 2033-11-15      | Variable      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XJZX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23720069 | PA      | $22953089.04   | 0.10%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                                      | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      32974 | PA      | $32973.89      | 0.00%             | 2026-06-30      | Variable      | 15.83%                | No            |                  3 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                | Mission Lane Credit Card Master Trust, Series 2025-B, Class A                                    | CUSIP: 60510MBU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10830000 | PA      | $10895402.37   | 0.05%             | 2031-09-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Islamic Republic of Pakistan                                         | Islamic Republic of Pakistan                                                                     | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    5300000 | PA      | $5001875.00    | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                                  | Amcor Flexibles North America, Inc.                                                              | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $6819345.23    | 0.03%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                                        | Berkshire Hathaway Energy Co.                                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    7514000 | PA      | $4587304.66    | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                              | Eni SpA                                                                                          | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   16608000 | PA      | $16122864.54   | 0.07%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                  | Ascent Resources Utica Holdings LLC                                                              | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1223202.73    | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K109, Class X2A                                                | CUSIP: 30314RAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  370305116 | PA      | $1318545.43    | 0.01%             | 2053-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                    | Merck & Co., Inc.                                                                                | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $1343645.20    | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                             | KGS-Alpha SBA COOF Trust, Series 2012-4, Class A                                                 | CUSIP: 48247QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1188005 | PA      | $17412.59      | 0.00%             | 2037-09-25      | Variable      | 1.02%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QDKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20590387 | PA      | $17400886.10   | 0.07%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                       | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class BK98                                     | CUSIP: 12529YBY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17231384 | PA      | $13265150.19   | 0.06%             | 2029-08-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                              | Duke Energy Indiana LLC                                                                          | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    9897000 | PA      | $6067113.08    | 0.03%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Renew                                                                | Renew                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | JE        |  160625201 | PA      | $3060337.34    | 0.01%             | 2049-12-20      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46602700 | PA      | $33770573.85   | 0.14%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                             | Trinity Industries, Inc.                                                                         | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3639979.20    | 0.02%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                            | Corebridge Global Funding                                                                        | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4788804.10    | 0.02%             | 2032-08-21      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                           | COPT Defense Properties LP                                                                       | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1483735.31    | 0.01%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140NUPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23000000 | PA      | $22743735.61   | 0.09%             | 2034-02-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                              | American Airlines, Inc.                                                                          | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2108244 | PA      | $2109844.44    | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                               | Alternative Loan Trust, Series 2005-J6, Class 2A1                                                | CUSIP: 12667GVN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        379 | PA      | $368.04        | 0.00%             | 2025-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Series 2021-MN1, Class M2                                                                 | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |   29640719 | PA      | $30589512.49   | 0.13%             | 2051-01-25      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                             | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3466000 | PA      | $2491607.34    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                            | Florida Power & Light Co.                                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4466000 | PA      | $3371188.64    | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11190000 | PA      | $11096928.97   | 0.05%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                 | Coterra Energy, Inc.                                                                             | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7462557.92    | 0.03%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617GLUF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1204126 | PA      | $1167844.46    | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                        | SM Energy Co.                                                                                    | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1256000 | PA      | $1256920.65    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities, Inc., Mortgage Loan Trust                 | Deutsche Alt-A Securities, Inc. Mortgage Loan Trust, Series 2005-3, Class 4A                     | CUSIP: 251510EN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2816 | PA      | $2261.41       | 0.00%             | 2035-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                            | Consolidated Edison Co. of New York, Inc., Series 2017                                           | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1238000 | PA      | $945876.44     | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                                       | AIA Group Ltd.                                                                                   | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    1680000 | PA      | $1311676.80    | 0.01%             | 2040-09-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                                               | Arab Republic of Egypt                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    4900000 | PA      | $4668475.00    | 0.02%             | 2032-05-29      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Centex Home Equity Loan Trust                                        | Centex Home Equity Loan Trust, Series 2001-B, Class A6                                           | CUSIP: 152314DQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9745 | PA      | $9414.11       | 0.00%             | 2032-07-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                               | Republic of Paraguay                                                                             | CUSIP: 699149AL4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     503000 | PA      | $462288.44     | 0.00%             | 2033-06-28      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| RB Global Holdings, Inc.                                             | RB Global Holdings, Inc.                                                                         | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    2641000 | PA      | $2771449.55    | 0.01%             | 2031-03-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140HUZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14260240 | PA      | $12968469.89   | 0.05%             | 2033-08-01      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3738000 | PA      | $3559424.26    | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                     | Gray Media, Inc.                                                                                 | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    2114000 | PA      | $1558596.60    | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                           | AerCap Ireland Capital DAC                                                                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     560000 | PA      | $572968.44     | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II                                                                                          | CUSIP: 3617YWBB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13431687 | PA      | $14021781.62   | 0.06%             | 2072-03-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| MASTR Resecuritization Trust                                         | MASTR Resecuritization Trust, Series 2005-PO, Class 3                                            | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7338 | PA      | $5540.31       | 0.00%             | 2035-05-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10875000 | PA      | $11233813.56   | 0.05%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                         | AbbVie, Inc.                                                                                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8158000 | PA      | $6646901.00    | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                              | Entergy Mississippi LLC                                                                          | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    1534000 | PA      | $1046898.36    | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31335AE38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4011905 | PA      | $4073989.61    | 0.02%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KNBT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7205911 | PA      | $6298653.11    | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                    | HSBC Holdings plc                                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11902000 | PA      | $12091511.26   | 0.05%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                            | MGM Resorts International                                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2109106.34    | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                              | GFL Environmental, Inc.                                                                          | CUSIP: 36168QAL8<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    5170000 | PA      | $5040644.02    | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Trust, Inc.                                             | Arbor Realty Trust, Inc.                                                                         | CUSIP: 038923AW8<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $4803750.52    | 0.02%             | 2026-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31293KEB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3000 | PA      | $3068.53       | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                  | Hilton Domestic Operating Co., Inc.                                                              | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2616408.75    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2022-M2S, Class A2                                                             | CUSIP: 3136BPHK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13687501 | PA      | $13181902.51   | 0.05%             | 2032-08-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                             | Bristol-Myers Squibb Co.                                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   12910000 | PA      | $13254756.00   | 0.05%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                  | Post Holdings, Inc.                                                                              | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    2694000 | PA      | $2598048.34    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 1997-27, Class J                                                             | CUSIP: 31359NR78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        658 | PA      | $664.54        | 0.00%             | 2027-04-18      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                         | San Diego Gas & Electric Co.                                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1059000 | PA      | $987254.78     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A                   | CUSIP: 31397KYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     167904 | PA      | $152736.10     | 0.00%             | 2037-10-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2543, Class YX                                                              | CUSIP: 31393HGW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      83106 | PA      | $86822.86      | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA Trust, Whole Loan, Series 2003-W3, Class 2A5                                                | CUSIP: 31392JYQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5355 | PA      | $5498.37       | 0.00%             | 2042-06-25      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                             | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2277000 | PA      | $2118489.40    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LFXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19414894 | PA      | $16880961.25   | 0.07%             | 2034-04-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                            | Aon Corp.                                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     233000 | PA      | $250488.79     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                | Entergy Louisiana LLC                                                                            | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $2429943.40    | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                              | Hyundai Capital America                                                                          | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3685372.91    | 0.02%             | 2029-06-24      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                    | Credit Acceptance Auto Loan Trust, Series 2023-1A, Class C                                       | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   33457000 | PA      | $34336433.97   | 0.14%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                  | Public Service Electric and Gas Co.                                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     826000 | PA      | $880197.54     | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                     | Multi-Family Connecticut Avenue Securities Trust, Series 2023-01, Class M10                      | CUSIP: 62548NAB4<br>LEI: 254900JAK6X5OPMD5925 | Long             | ABS-MBS          | CORP              | US        |   53430000 | PA      | $60284053.83   | 0.25%             | 2053-11-25      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                            | SCF Equipment Leasing LLC, Series 2022-1A, Class E                                               | CUSIP: 784033AL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3646000 | PA      | $3607931.75    | 0.01%             | 2032-07-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XN5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49773840 | PA      | $41742618.27   | 0.17%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                         | Avolon Holdings Funding Ltd.                                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    3660000 | PA      | $3827985.91    | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CWABS, Inc., Asset-Backed Certificates                               | CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M2                                   | CUSIP: 126671Z33<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1311 | PA      | $1608.58       | 0.00%             | 2034-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 10 Year Ultra Note                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       3565 | NC      | $2528918.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HINNT LLC                                                            | HINNT LLC, Series 2022-A, Class D                                                                | CUSIP: 40486JAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6021960 | PA      | $5973981.03    | 0.02%             | 2041-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA I, 30 Year                                                                                  | CUSIP: 36208UCT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        224 | PA      | $223.96        | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                              | Entergy Mississippi LLC                                                                          | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     486000 | PA      | $363843.78     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                 | Mitsubishi UFJ Financial Group, Inc., Series 8NC7                                                | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2070000 | PA      | $2160040.47    | 0.01%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                            | Sunoco LP                                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    1222000 | PA      | $1269032.34    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC                                           | Outfront Media Capital LLC, 1st Lien Term Loan B                                                 | CUSIP: 12505MAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2685427 | PA      | $2681399.15    | 0.01%             | 2026-11-18      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   15200000 | PA      | $13633528.43   | 0.06%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132H3J20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     460380 | PA      | $445122.87     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QNXG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11131260 | PA      | $10406838.59   | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                  | Kinder Morgan, Inc.                                                                              | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $5306225.63    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                  | Petroleos Mexicanos                                                                              | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    2524000 | PA      | $2534348.40    | 0.01%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10065530.40   | 0.04%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140HSEN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15531916 | PA      | $15461815.34   | 0.06%             | 2028-12-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXC42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17629418 | PA      | $15920931.69   | 0.07%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy, Inc.                                             | Puget Sound Energy, Inc.                                                                         | CUSIP: 745332CC8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     874000 | PA      | $881672.93     | 0.00%             | 2040-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63247900 | PA      | $59040432.12   | 0.24%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                  | Intesa Sanpaolo SpA                                                                              | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   15549000 | PA      | $12780998.12   | 0.05%             | 2042-06-01      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CGI, Inc.                                                            | CGI, Inc.                                                                                        | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    3626000 | PA      | $3530176.10    | 0.01%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury Ultra Bond                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         -3 | NC      | $1377.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo, Inc.                                                        | PepsiCo, Inc.                                                                                    | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    8057000 | PA      | $6433569.37    | 0.03%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                       | Synopsys, Inc.                                                                                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    2539000 | PA      | $2561032.32    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                          | Business Jet Securities LLC, Series 2022-1A, Class C                                             | CUSIP: 12327AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8113235 | PA      | $8035497.94    | 0.03%             | 2037-06-15      | Fixed         | 6.41%                 | Yes           |                  3 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                   | Nationstar Mortgage Holdings, Inc.                                                               | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1422132.33    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                      | Moran Foods LLC, 1st Lien Term Loan A                                                            | CUSIP: 61647DAX0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     283001 | PA      | $283000.80     | 0.00%             | 2029-01-02      | Variable      | 6.73%                 | No            |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2017-K69, Class X2B                                                 | CUSIP: 30305KAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  228309476 | PA      | $400820.12     | 0.00%             | 2049-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                            | Florida Power & Light Co.                                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    9423000 | PA      | $9433060.18    | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Raisa Funding I LLC                                                  | Raisa Funding LLC                                                                                | CUSIP: 75102YAB0<br>LEI: 549300MYI60JNGZB7107 | Long             | ABS-O            | CORP              | US        |    7321644 | PA      | $7539829.42    | 0.03%             | 2038-06-15      | Fixed         | 11.71%                | No            |                  3 | On Loan: No      |
| Exeter Automobile Receivables Trust                                  | Exeter Automobile Receivables Trust, Series 2023-3A, Class E                                     | CUSIP: 301989AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10500000 | PA      | $11458996.50   | 0.05%             | 2031-01-15      | Fixed         | 9.98%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 31427PE67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39048313 | PA      | $37833996.62   | 0.16%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                                        | Adient US LLC, 1st Lien Term Loan B-2                                                            | CUSIP: 00687MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6396778 | PA      | $6400808.10    | 0.03%             | 2031-01-31      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31297FAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13373 | PA      | $13868.48      | 0.00%             | 2032-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                        | Smyrna Ready Mix Concrete LLC                                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $6453910.10    | 0.03%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                  | Intesa Sanpaolo SpA                                                                              | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   11840000 | PA      | $13389099.66   | 0.06%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FX2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18853677 | PA      | $18130359.82   | 0.08%             | 2063-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                         | Zoetis, Inc.                                                                                     | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1942000 | PA      | $1759954.82    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                              | SS&C Technologies, Inc.                                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    3049000 | PA      | $3049975.68    | 0.01%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                    | HSBC Holdings plc                                                                                | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9495000 | PA      | $9959170.39    | 0.04%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                            | Millrose Properties, Inc.                                                                        | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1913064.00    | 0.01%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                    | Clarios Global LP                                                                                | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1696000 | PA      | $1757429.12    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2325, Class JO                                                              | CUSIP: 3133TUBN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18211 | PA      | $16645.82      | 0.00%             | 2031-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2014-1, Class A                                       | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1654572 | PA      | $1651247.98    | 0.01%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                      | Virginia Electric and Power Co.                                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     651000 | PA      | $865101.67     | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                      | Sinclair Television Group, Inc.                                                                  | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    4757000 | PA      | $3374330.38    | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3142GTGY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51647968 | PA      | $52102223.04   | 0.22%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31371GMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        187 | PA      | $196.46        | 0.00%             | 2028-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KG01, Class C                                                  | CUSIP: 30298CAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24000000 | PA      | $18507240.00   | 0.08%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                                      | AdaptHealth LLC                                                                                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1911000 | PA      | $1806842.28    | 0.01%             | 2029-08-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                    | HSBC Holdings plc                                                                                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   16045000 | PA      | $16260941.31   | 0.07%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                      | Danske Bank A/S                                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6157000 | PA      | $6199538.28    | 0.03%             | 2030-10-02      | Variable      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                      | Cemex SAB de CV                                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    2405000 | PA      | $2476428.50    | 0.01%             | 2030-06-10      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Goodgreen Trust                                                      | Goodgreen Trust, Series 2016-1A, Class B                                                         | CUSIP: 38217KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     443761 | PA      | $410135.87     | 0.00%             | 2052-10-15      | Fixed         | 5.24%                 | Yes           |                  3 | On Loan: No      |
| Lendingpoint Asset Securitization Trust                              | Lendingpoint Asset Securitization Trust, Series 2022-B, Class C                                  | CUSIP: 52606WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9627000 | PA      | $2895653.34    | 0.01%             | 2029-10-15      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                             | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    8941000 | PA      | $8151448.99    | 0.03%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                           | Constellation Brands, Inc.                                                                       | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2947737.79    | 0.01%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                 | Sabra Health Care LP                                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    2194000 | PA      | $1982423.87    | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                  | Herc Holdings, Inc.                                                                              | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    4648000 | PA      | $4642961.57    | 0.02%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                              | Qnity Electronics, Inc.                                                                          | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     618000 | PA      | $628246.04     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                      | Southwestern Electric Power Co., Series J                                                        | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1206000 | PA      | $912354.39     | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II                                                                                          | CUSIP: 3617YWBP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11612171 | PA      | $12127167.37   | 0.05%             | 2072-03-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXED0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24346331 | PA      | $21941980.98   | 0.09%             | 2056-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15193000 | PA      | $14159571.38   | 0.06%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4819000 | PA      | $4248363.95    | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                                | Resideo Funding, Inc.                                                                            | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $4099644.23    | 0.02%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Gap, Inc. (The)                                                      | Gap, Inc. (The)                                                                                  | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |    5427000 | PA      | $5089741.80    | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                  | Hilton Domestic Operating Co., Inc.                                                              | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $3283756.73    | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2656, Class AC                                                              | CUSIP: 31394HR86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31191 | PA      | $32284.77      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                  | Societe Generale SA                                                                              | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    3000000 | PA      | $3119978.04    | 0.01%             | 2029-01-10      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HFFD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2028943 | PA      | $1943235.64    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                     | ABN AMRO Bank NV                                                                                 | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   14600000 | PA      | $14798326.55   | 0.06%             | 2028-12-03      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617G4R46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1607257 | PA      | $1566752.92    | 0.01%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31417MS38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     223444 | PA      | $227611.27     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                  | Take-Two Interactive Software, Inc.                                                              | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   13544000 | PA      | $14059896.38   | 0.06%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                         | MASTR Alternative Loan Trust, Series 2004-8, Class 6A1                                           | CUSIP: 576434UW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        154 | PA      | $153.11        | 0.00%             | 2019-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 20 Year                                                                        | CUSIP: 3128P7D67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5775 | PA      | $6075.41       | 0.00%             | 2027-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                                | Gilead Sciences, Inc.                                                                            | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $3430722.41    | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, 30 Year                                                                                    | CUSIP: 3140Q9MV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9365282 | PA      | $8991313.52    | 0.04%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                  | Rocket Mortgage LLC                                                                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2851000 | PA      | $2718029.36    | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                             | Lumen Technologies, Inc.                                                                         | CUSIP: 550241AH6<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    5900335 | PA      | $5782328.19    | 0.02%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp.                                           | California Resources Corp.                                                                       | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     500000 | PA      | $498351.40     | 0.00%             | 2026-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36179XC95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18889145 | PA      | $15479259.39   | 0.06%             | 2052-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                 | Macquarie Group Ltd.                                                                             | CUSIP: 55608JAP3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     777000 | PA      | $793246.63     | 0.00%             | 2030-01-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                              | Level 3 Financing, Inc.                                                                          | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    2103750 | PA      | $2118038.50    | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                             | ADT Security Corp. (The)                                                                         | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    4251000 | PA      | $4109260.61    | 0.02%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31419DNM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400009 | PA      | $399650.39     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                | Banque Federative du Credit Mutuel SA                                                            | CUSIP: 06675FBB2<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    6790000 | PA      | $7069939.68    | 0.03%             | 2028-07-13      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                           | Axalta Coating Systems LLC                                                                       | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2971000 | PA      | $2957480.76    | 0.01%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418AM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     561472 | PA      | $526589.38     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                  | Newell Brands, Inc.                                                                              | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1462000 | PA      | $1543469.95    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TEGNA, Inc.                                                          | TEGNA, Inc.                                                                                      | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    4969000 | PA      | $4974157.82    | 0.02%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co.                                      | Virginia Electric and Power Co.                                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     229000 | PA      | $249182.43     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mid-State Capital Corp. Trust                                        | Mid-State Capital Corp. Trust, Series 2005-1, Class A                                            | CUSIP: 595481AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13376 | PA      | $13359.04      | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                              | Williams Scotsman, Inc.                                                                          | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2275008.68    | 0.01%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                             | Sierra Timeshare Receivables Funding LLC, Series 2023-3A, Class D                                | CUSIP: 826944AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1867923 | PA      | $1955404.27    | 0.01%             | 2040-09-20      | Fixed         | 9.44%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                             | Bristol-Myers Squibb Co.                                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $2669759.02    | 0.01%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp.                                         | PPL Electric Utilities Corp.                                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1311385.99    | 0.01%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140NMJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41543343 | PA      | $40981621.90   | 0.17%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KL05, Class BHG                                                | CUSIP: 30311NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3499535 | PA      | $3251276.24    | 0.01%             | 2029-02-25      | Variable      | 4.52%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140JBF92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65858099 | PA      | $54813683.18   | 0.23%             | 2032-11-01      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                             | Energizer Holdings, Inc.                                                                         | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    4985000 | PA      | $4901884.10    | 0.02%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                  | Medline Borrower LP                                                                              | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1834000 | PA      | $1884059.03    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2016-2, Class B                                       | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     694535 | PA      | $693043.34     | 0.00%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138M4N81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1030232 | PA      | $1010963.08    | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                | Westlake Automobile Receivables Trust, Series 2023-3A, Class D                                   | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18976000 | PA      | $19558728.29   | 0.08%             | 2029-03-15      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132G7CK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     574300 | PA      | $564722.54     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust                            | First Horizon Mortgage Pass-Through Trust, Series 2004-AR6, Class 2A1                            | CUSIP: 32051GBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34802 | PA      | $33875.23      | 0.00%             | 2034-12-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                             | PNC Financial Services Group, Inc. (The)                                                         | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1918000 | PA      | $1791850.38    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Allison Transmission, Inc.                                           | Allison Transmission, Inc.                                                                       | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     243000 | PA      | $240910.44     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Pass-Through Trust                                   | Delta Air Lines Pass-Through Trust, Series 2020-1, Class AA                                      | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3683213 | PA      | $3476570.36    | 0.01%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     331977 | PA      | $342907.32     | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3622AB5X6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9911838 | PA      | $8644352.35    | 0.04%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                 | SMRT, Series 2022-MINI, Class E                                                                  | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2970000.00    | 0.01%             | 2039-01-15      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                             | ADT Security Corp. (The)                                                                         | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    7112000 | PA      | $6843581.03    | 0.03%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3117, Class EO                                                              | CUSIP: 31396HUN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      41416 | PA      | $36825.61      | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US Auto Funding Trust                                                | US Auto Funding Trust, Series 2022-1A, Class D                                                   | CUSIP: 90355FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16000000 | PA      | $160.00        | 0.00%             | 2027-07-15      | Fixed         | 9.14%                 | Yes           |                  3 | On Loan: No      |
| Alternative Loan Trust                                               | Alternative Loan Trust, Series 2005-86CB, Class A11                                              | CUSIP: 12668BFL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     279359 | PA      | $156735.84     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                            | Republic of Cote d'Ivoire                                                                        | CUSIP: N/A<br>LEI: 254900ICW11T82O6H590       | Long             | DBT              | NUSS              | CI        |    8166000 | PA      | $7566288.96    | 0.03%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                               | NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A                                | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5664943 | PA      | $5513887.76    | 0.02%             | 2026-11-25      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                                          | Penske Truck Leasing Co. LP                                                                      | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2102000 | PA      | $2087770.68    | 0.01%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                     | BP Capital Markets America, Inc.                                                                 | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2952000 | PA      | $1848538.86    | 0.01%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mid-State Capital Corp. Trust                                        | Mid-State Capital Corp. Trust, Series 2006-1, Class M1                                           | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     556974 | PA      | $559193.01     | 0.00%             | 2040-10-15      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XMJQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12163782 | PA      | $10229664.94   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6651000 | PA      | $6184412.73    | 0.03%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd.                                          | Adient Global Holdings Ltd.                                                                      | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    1842000 | PA      | $1918150.12    | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   23575000 | PA      | $24150345.52   | 0.10%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1337748.50    | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617BFTE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2198308 | PA      | $2157861.60    | 0.01%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4916000 | PA      | $5070466.47    | 0.02%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                         | Verizon Communications, Inc.                                                                     | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   11551000 | PA      | $11600221.35   | 0.05%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                             | Duke Energy Progress LLC                                                                         | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     297000 | PA      | $249244.64     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   11696000 | PA      | $11778840.43   | 0.05%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                 | LHOME Mortgage Trust, Series 2023-RTL4, Class A1                                                 | CUSIP: 50204VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29890000 | PA      | $30201471.73   | 0.13%             | 2028-11-25      | Variable      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding                                                         | HERO Funding, Series 2017-3A, Class A1                                                           | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    1682177 | PA      | $1555517.61    | 0.01%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  3 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                            | Seagate Data Storage Technology Pte. Ltd.                                                        | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     765000 | PA      | $868524.96     | 0.00%             | 2032-12-01      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                                | AECOM                                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1873922.58    | 0.01%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2017-M8, Class A2                                                              | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6820959 | PA      | $6706139.27    | 0.03%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                    | Exxon Mobil Corp.                                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1219765.70    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates                                | CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class 3A                                   | CUSIP: 126671Y91<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     287869 | PA      | $272233.35     | 0.00%             | 2034-04-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                       | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CKW1                                     | CUSIP: 12529YBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8736703 | PA      | $8428777.90    | 0.03%             | 2026-01-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8228000 | PA      | $8139695.13    | 0.03%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                    | SMBC Aviation Capital Finance DAC                                                                | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    6840000 | PA      | $7026705.05    | 0.03%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                      | Madison IAQ LLC, 1st Lien Term Loan                                                              | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    3495625 | PA      | $3499400.56    | 0.01%             | 2028-06-21      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LXQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1164061 | PA      | $1139677.52    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Costa Rica                                               | Republic of Costa Rica                                                                           | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    3925000 | PA      | $4164189.50    | 0.02%             | 2054-11-13      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| CSMC OA LLC                                                          | CSMC OA LLC, Series 2014-USA, Class D                                                            | CUSIP: 12649AAN9<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   14756000 | PA      | $10845807.56   | 0.04%             | 2037-09-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                                  | BWAY Mortgage Trust, Series 2013-1515, Class F                                                   | CUSIP: 05604FAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4853724 | PA      | $4157506.31    | 0.02%             | 2033-03-10      | Variable      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16731000 | PA      | $16557687.25   | 0.07%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8480000 | PA      | $8859642.48    | 0.04%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                | Entergy Louisiana LLC                                                                            | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6152855.50    | 0.03%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617XLD93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     971518 | PA      | $892957.92     | 0.00%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                 | Edison International                                                                             | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   13212000 | PA      | $13216703.47   | 0.05%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                         | Hilton Grand Vacations Trust, Series 2022-1D, Class D                                            | CUSIP: 43283BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1700253 | PA      | $1692869.68    | 0.01%             | 2034-06-20      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                             | UnitedHealth Group, Inc.                                                                         | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      89000 | PA      | $87946.61      | 0.00%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                        | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   28434000 | PA      | $29622605.75   | 0.12%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                             | Celanese US Holdings LLC                                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2014285.65    | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                        | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F                                          | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18948937 | PA      | $18966701.42   | 0.08%             | 2038-04-15      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                               | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $2922690.16    | 0.01%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FRTKL                                                                | FRTKL, Series 2021-SFR1, Class F                                                                 | CUSIP: 30322DAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4272000 | PA      | $4124461.78    | 0.02%             | 2038-09-17      | Fixed         | 3.17%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                    | GLS Auto Receivables Issuer Trust, Series 2023-4A, Class D                                       | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18943000 | PA      | $19673981.96   | 0.08%             | 2029-08-15      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                               | Freeport-McMoRan, Inc.                                                                           | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    8251000 | PA      | $8269176.95    | 0.03%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                                            | Park River Holdings, Inc., 1st Lien Term Loan                                                    | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |    1565460 | PA      | $1558931.63    | 0.01%             | 2027-12-28      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1352639.63    | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                 | Republic of Colombia                                                                             | CUSIP: 195325BB0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     360000 | PA      | $430074.00     | 0.00%             | 2033-01-28      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6796000 | PA      | $6298860.16    | 0.03%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2017-H14, Class AI                                                                  | CUSIP: 38376R5Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8315673 | PA      | $437975.70     | 0.00%             | 2067-06-20      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1759546 | PA      | $1751877.42    | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36179YPC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22680025 | PA      | $20941704.52   | 0.09%             | 2054-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                              | MVW LLC, Series 2022-1A, Class D                                                                 | CUSIP: 55400UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3551012 | PA      | $3553405.91    | 0.01%             | 2039-11-21      | Fixed         | 7.35%                 | Yes           |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust                                            | GMACM Mortgage Loan Trust, Series 2003-J10, Class A1                                             | CUSIP: 36185NM72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10579 | PA      | $6965.60       | 0.00%             | 2019-01-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617KJQL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     641781 | PA      | $618291.70     | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                   | Metropolitan Life Global Funding I                                                               | CUSIP: 59217GDC0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1440413.31    | 0.01%             | 2029-06-17      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5902000 | PA      | $5847661.53    | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 31283LA48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        298 | PA      | $298.56        | 0.00%             | 2030-10-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5772000 | PA      | $5516536.13    | 0.02%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2015-H04, Class FL                                                                  | CUSIP: 38378U8R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1444769 | PA      | $1444580.68    | 0.01%             | 2065-02-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                   | Metropolitan Life Global Funding I                                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $9227525.18    | 0.04%             | 2033-03-28      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2014-2, Class A                                       | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     704932 | PA      | $698037.81     | 0.00%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABL                                                                  | ABL, Series 2025-RTL1, Class A2                                                                  | CUSIP: 00092RAB5<br>LEI: 254900C9FQN3N2YOSF41 | Long             | ABS-MBS          | CORP              | US        |   12000000 | PA      | $12084283.20   | 0.05%             | 2030-06-25      | Variable      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LHD98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12917700 | PA      | $12133678.41   | 0.05%             | 2034-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K753, Class A2                  | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23410000 | PA      | $23722525.84   | 0.10%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2002-86, Class PG                                                            | CUSIP: 31392FWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     152899 | PA      | $158921.07     | 0.00%             | 2032-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                            | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   11405000 | PA      | $11757197.81   | 0.05%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                             | AEP Transmission Co. LLC, Series M                                                               | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1942000 | PA      | $1424189.49    | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7505000 | PA      | $7746651.77    | 0.03%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2010-31, Class SK                                                                   | CUSIP: 38376XA29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      93035 | PA      | $1193.01       | 0.00%             | 2034-11-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36196PT44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3186705 | PA      | $3077967.41    | 0.01%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                                 | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class C736                                               | CUSIP: 05494BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10609000 | PA      | $10142967.85   | 0.04%             | 2052-09-27      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I LP                                               | Harvest Midstream I LP                                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3428611.29    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                     | BP Capital Markets America, Inc.                                                                 | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   11245000 | PA      | $11486515.50   | 0.05%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                          | PNC Bank NA                                                                                      | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3904619.75    | 0.02%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                           | Avis Budget Car Rental LLC                                                                       | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3593000 | PA      | $3578053.48    | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                          | Hashemite Kingdom of Jordan                                                                      | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    3150000 | PA      | $3155922.00    | 0.01%             | 2026-01-29      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 20 Year                                                                               | CUSIP: 3140Q8LU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1590393 | PA      | $1570599.61    | 0.01%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATI, Inc.                                                            | ATI, Inc.                                                                                        | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    6088000 | PA      | $6079207.71    | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                  | Petroleos Mexicanos                                                                              | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    4300000 | PA      | $4274200.00    | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2017-K63, Class B                                                   | CUSIP: 30300HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11547009 | PA      | $11395364.44   | 0.05%             | 2050-02-25      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2007-67, Class SI                                                                   | CUSIP: 38375LG53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      74614 | PA      | $558.14        | 0.00%             | 2037-11-20      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LJWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18570347 | PA      | $17943545.23   | 0.07%             | 2033-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                               | Arab Republic of Egypt                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    2500000 | PA      | $2108600.00    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 1997-20, Class D                                                             | CUSIP: 31359N4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        141 | PA      | $140.68        | 0.00%             | 2027-03-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl                                             | JBS USA Holding Lux Sarl                                                                         | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26040000 | PA      | $26125917.42   | 0.11%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                  | Entergy Texas, Inc.                                                                              | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    4283000 | PA      | $4080211.00    | 0.02%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                                       | NMG Parent LLC, Escrow                                                                           | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       9033 | NS      | $112912.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                             | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5669997.54    | 0.02%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury STRIPS Bonds                                                                       | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10407354 | PA      | $4554676.17    | 0.02%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QCFC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4690216 | PA      | $4292564.21    | 0.02%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Multi-Family Connecticut Avenue Securities Trust                     | Multi-Family Connecticut Avenue Securities Trust, Series 2020-01, Class M10                      | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |   46526026 | PA      | $47692605.32   | 0.20%             | 2050-03-25      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates                                | CWABS, Inc. Asset-Backed Certificates, Series 2004-1, Class M1                                   | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20651 | PA      | $21057.83      | 0.00%             | 2034-03-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| LP LMS Asset Securitization Trust                                    | LP LMS Asset Securitization Trust                                                                | CUSIP: 50214GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1179517 | PA      | $1173619.38    | 0.00%             | 2028-10-15      | Fixed         | 8.35%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QMKF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45139607 | PA      | $39456570.55   | 0.16%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                           | Avis Budget Car Rental LLC                                                                       | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2565000 | PA      | $2646541.35    | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2005-42, Class PS                                                            | CUSIP: 31394DRU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1089 | PA      | $1121.57       | 0.00%             | 2035-05-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31335BTT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7262699 | PA      | $7062338.38    | 0.03%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables LLC                                              | Verdant Receivables LLC, Series 2023-1A, Class A2                                                | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9436563 | PA      | $9598943.66    | 0.04%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Monongahela Power Co.                                                | Monongahela Power Co.                                                                            | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9727205.47    | 0.04%             | 2034-02-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132QDE72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     297464 | PA      | $275082.06     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp.                                          | Schlumberger Holdings Corp.                                                                      | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     754000 | PA      | $752092.01     | 0.00%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings plc                                                    | HSBC Holdings plc                                                                                | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   28351000 | PA      | $27901641.47   | 0.12%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                             | Lloyds Banking Group plc                                                                         | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $6895511.14    | 0.03%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                             | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3756708.63    | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                          | CUSIP: 749571AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7088000 | PA      | $7069925.60    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                               | Arab Republic of Egypt                                                                           | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1938000 | PA      | $1999783.44    | 0.01%             | 2033-02-04      | Fixed         | 9.45%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                                  | Buckeye Partners LP, 1st Lien Term Loan B-6                                                      | CUSIP: 11823LAQ8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |    8534069 | PA      | $8540298.98    | 0.04%             | 2030-11-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2020-M38, Class X2                                                             | CUSIP: 3136BBSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33821235 | PA      | $1421415.19    | 0.01%             | 2028-11-25      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Escrow Rite Aid                                                      | Escrow Rite Aid                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     354078 | PA      | $0.00          | 0.00%             | 2049-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Cencora, Inc.                                                        | Cencora, Inc.                                                                                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2657605.39    | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                 | Credit Suisse First Boston Mortgage Securities Corp., Series 2005-7, Class 5A1                   | CUSIP: 225458G69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        560 | PA      | $0.01          | 0.00%             | 2020-08-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K155, Class X2B                                                | CUSIP: 30296QAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49743688 | PA      | $285329.79     | 0.00%             | 2033-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2005-19, Class PB                                                            | CUSIP: 31394CJS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     741706 | PA      | $767265.20     | 0.00%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                             | KGS-Alpha SBA COOF Trust, Series 2013-2, Class A                                                 | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1059453 | PA      | $29214.42      | 0.00%             | 2039-03-25      | Variable      | 1.70%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                  | American Axle & Manufacturing, Inc.                                                              | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    1379000 | PA      | $1379552.98    | 0.01%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                | Matador Resources Co.                                                                            | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3561175.80    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International, Inc.                                       | Somnigroup International, Inc.                                                                   | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    8068000 | PA      | $7755140.71    | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2006-110                                                                     | CUSIP: 31396LVP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46700 | PA      | $40533.76      | 0.00%             | 2036-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                   | ITC Holdings Corp.                                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    5867000 | PA      | $5942461.12    | 0.02%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                   | Morgan Stanley Mortgage Loan Trust, Series 2004-3, Class 4A                                      | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82068 | PA      | $81085.39      | 0.00%             | 2034-04-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Renew                                                                | Renew, Series 2017-1A, Class A                                                                   | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     764716 | PA      | $717019.55     | 0.00%             | 2052-09-20      | Fixed         | 3.67%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132H4CL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     173110 | PA      | $167158.15     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                     | CSC Holdings LLC                                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2039000 | PA      | $1871242.91    | 0.01%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Griffon Corp.                                                        | Griffon Corp.                                                                                    | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |    5514000 | PA      | $5506042.75    | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2006-26, Class S                                                                    | CUSIP: 38374NEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     247034 | PA      | $4025.15       | 0.00%             | 2036-06-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2017-4, Class MT                               | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7816843 | PA      | $7130842.58    | 0.03%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                               | Cleveland-Cliffs, Inc.                                                                           | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $3580655.34    | 0.01%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                                                | Worldwide Plaza Trust, Series 2017-WWP, Class A                                                  | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20227408 | PA      | $13363378.69   | 0.06%             | 2036-11-10      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Renew                                                                | Renew, Series 2023-1A, Class A                                                                   | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    9255095 | PA      | $9159615.85    | 0.04%             | 2058-11-20      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| SBA Communications Corp.                                             | SBA Communications Corp.                                                                         | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    5306000 | PA      | $4986420.15    | 0.02%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                   | Regional Management Issuance Trust, Series 2021-1, Class D                                       | CUSIP: 75907VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2084476.17    | 0.01%             | 2031-03-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Radnor RE Ltd.                                                       | Radnor RE Ltd., Series 2022-1, Class M1B                                                         | CUSIP: 75049XAB8<br>LEI: 254900E0VCENS5C16U77 | Long             | ABS-MBS          | CORP              | BM        |   10383646 | PA      | $10837984.85   | 0.04%             | 2032-09-25      | Floating      | 11.10%                | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138M3WF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     826547 | PA      | $812317.90     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co. LLC                                      | Oncor Electric Delivery Co. LLC                                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     534000 | PA      | $500114.05     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                          | Block, Inc.                                                                                      | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     621000 | PA      | $637550.09     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7990000 | PA      | $8205012.34    | 0.03%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140X9M44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22820940 | PA      | $19280465.09   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, STRIPS, Series 186                                                                        | CUSIP: 31351BFA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14739 | PA      | $14264.93      | 0.00%             | 2027-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                             | KGS-Alpha SBA COOF Trust, Series 2012-2, Class A                                                 | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1193721 | PA      | $21503.70      | 0.00%             | 2038-08-25      | Variable      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                   | Macquarie Airfinance Holdings Ltd.                                                               | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2940000 | PA      | $2973066.18    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   36233000 | PA      | $20861182.00   | 0.09%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                       | BNP Paribas SA                                                                                   | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   21495000 | PA      | $22026805.43   | 0.09%             | 2030-01-09      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2021-SFR1, Class F1                                                 | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19967000 | PA      | $19537593.69   | 0.08%             | 2038-08-17      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                                   | Aqua Finance Trust, Series 2020-AA, Class C                                                      | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3123463 | PA      | $3046518.95    | 0.01%             | 2046-07-17      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Apple, Inc.                                                          | Apple, Inc.                                                                                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $3138401.37    | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RFM Reremic Trust                                                    | RFM Re-REMIC Trust, Series 2022-FRR1, Class BK55                                                 | CUSIP: 74971BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10551968 | PA      | $10105316.91   | 0.04%             | 2049-03-28      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Vertiv Group Corp.                                                   | Vertiv Group Corp., 1st Lien Term Loan B-3                                                       | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    9325279 | PA      | $9318844.15    | 0.04%             | 2027-03-02      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                                      | NGPL PipeCo LLC                                                                                  | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $2728918.35    | 0.01%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                        | Staples, Inc.                                                                                    | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    5102243 | PA      | $3631790.85    | 0.02%             | 2030-01-15      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3223000 | PA      | $3358921.58    | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2089531.27    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2009-29, Class LA                                                            | CUSIP: 31397NF67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153382 | PA      | $132929.81     | 0.00%             | 2039-05-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                     | Deutsche Bank AG                                                                                 | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1955000 | PA      | $2094911.20    | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3610, Class CA                                                              | CUSIP: 31398LLE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77645 | PA      | $78083.15      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                  | Teachers Insurance & Annuity Association of America                                              | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     486000 | PA      | $436899.57     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Jonah Energy ABS II LLC                                              | Jonah Energy ABS LLC, Series 2025-1A, Class B                                                    | CUSIP: 479913AF2<br>LEI: 254900MMTK6TS4MGMV20 | Long             | ABS-O            | CORP              | US        |   16091186 | PA      | $16055785.89   | 0.07%             | 2040-12-10      | Fixed         | 11.25%                | Yes           |                  3 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66978500 | PA      | $46665176.80   | 0.19%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                 | Mitsubishi UFJ Financial Group, Inc.                                                             | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3145000 | PA      | $2727126.40    | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                 | Clear Channel Outdoor Holdings, Inc.                                                             | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    5592000 | PA      | $5680231.64    | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                     | BP Capital Markets America, Inc.                                                                 | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5194000 | PA      | $3217964.62    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                               | Santander Drive Auto Receivables Trust, Series 2023-2, Class C                                   | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24560000 | PA      | $24925032.82   | 0.10%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                             | Octane Receivables Trust, Series 2023-3A, Class D                                                | CUSIP: 67571CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4640000 | PA      | $4863393.26    | 0.02%             | 2029-09-20      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31410LWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10925397 | PA      | $11322194.29   | 0.05%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                   | DT Midstream, Inc.                                                                               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4061000 | PA      | $3946796.56    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31374TW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3210 | PA      | $3325.76       | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XJAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15807639 | PA      | $14402178.93   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132HNMX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1874001 | PA      | $1775469.29    | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                            | Republic of Turkiye (The)                                                                        | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    5575000 | PA      | $5858210.00    | 0.02%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                           | AMSR Trust, Series 2024-SFR1, Class D                                                            | CUSIP: 00179CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20175000 | PA      | $19477824.63   | 0.08%             | 2041-07-17      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                | Dominion Energy, Inc., Series A                                                                  | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $4411094.56    | 0.02%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                | Parker-Hannifin Corp.                                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     680000 | PA      | $682395.09     | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                               | Antero Resources Corp.                                                                           | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    5289000 | PA      | $5394621.33    | 0.02%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust                            | Bayview Opportunity Master Fund Trust, Series 2024-SN1, Class E                                  | CUSIP: 072926AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8278468.80    | 0.03%             | 2029-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                               | Cascade MH Asset Trust, Series 2021-MH1, Class B2                                                | CUSIP: 14731QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2550000 | PA      | $2164608.30    | 0.01%             | 2046-02-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LGSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5740000 | PA      | $5455277.35    | 0.02%             | 2032-06-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                  | Ascent Resources Utica Holdings LLC                                                              | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1155437.95    | 0.00%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ohio Power Co.                                                       | Ohio Power Co.                                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     583000 | PA      | $436062.71     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140GWMP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8007529 | PA      | $7622977.41    | 0.03%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                      | Wynn Macau Ltd.                                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    4185000 | PA      | $4155516.68    | 0.02%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                    | Healthpeak OP LLC                                                                                | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     486000 | PA      | $459894.53     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LKBK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14802886 | PA      | $14826803.47   | 0.06%             | 2033-04-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Par Pharmaceutical, Inc.                                             | Par Pharmaceutical, Inc.                                                                         | CUSIP: 698ESCAA8<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $0.04          | 0.00%             | 2027-04-01      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Duke Energy Progress LLC                                             | Duke Energy Progress LLC                                                                         | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     195000 | PA      | $146755.22     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                       | Mariner Finance Issuance Trust, Series 2024-AA, Class E                                          | CUSIP: 567928AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10516000 | PA      | $10903222.26   | 0.05%             | 2036-09-22      | Fixed         | 9.02%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                         | Avolon Holdings Funding Ltd.                                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   14148000 | PA      | $13569771.24   | 0.06%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                   | General Motors Financial Co., Inc.                                                               | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $4033310.43    | 0.02%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K116, Class D                                                  | CUSIP: 30316LAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   87436420 | PA      | $55767892.99   | 0.23%             | 2052-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                 | American Airlines Pass-Through Trust, Series 2016-2, Class AA                                    | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     589397 | PA      | $569478.39     | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11853758 | PA      | $9846570.26    | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                 | American Express Co.                                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2529878.83    | 0.01%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                  | Petroleos Mexicanos                                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    7907000 | PA      | $8829272.48    | 0.04%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QMVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14844734 | PA      | $12471654.34   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XJJ46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15219330 | PA      | $15092921.37   | 0.06%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                 | NOVA Chemicals Corp.                                                                             | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     918000 | PA      | $881296.46     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30232000 | PA      | $16631142.89   | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial, Inc.                                                 | Ally Financial, Inc.                                                                             | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1204611.95    | 0.00%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SBALR Commercial Mortgage Trust                                      | SBALR Commercial Mortgage Trust, Series 2020-RR1, Class A3                                       | CUSIP: 78397EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34373802 | PA      | $30212004.50   | 0.13%             | 2053-02-13      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 2 Year Note                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       3331 | NC      | $948664.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                       | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 6A13                       | CUSIP: 225470FA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     166131 | PA      | $57081.36      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                    | NatWest Group plc                                                                                | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    9980000 | PA      | $10425322.17   | 0.04%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36193UAF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1509290 | PA      | $1385314.35    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multi-Family Structured Credit Risk                            | FHLMC, Multi-Family Structured Credit Risk, Series 2022-MN4, Class M2                            | CUSIP: 35563HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6067155 | PA      | $6867959.40    | 0.03%             | 2052-05-25      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                    | Enterprise Products Operating LLC, Series E                                                      | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1457000 | PA      | $1441687.37    | 0.01%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                         | DNB Bank ASA                                                                                     | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   12100000 | PA      | $12354777.84   | 0.05%             | 2030-11-05      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                             | Bausch Health Cos., Inc.                                                                         | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    2228000 | PA      | $2010770.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140H6DX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2787560 | PA      | $2669153.79    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc., Series EE                                                                       | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14790000 | PA      | $14909858.16   | 0.06%             | 2030-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132DNNU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10262931 | PA      | $9923464.98    | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                      | DataBank Issuer, Series 2021-1A, Class A2                                                        | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18735373 | PA      | $18451172.38   | 0.08%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA I, 30 Year                                                                                  | CUSIP: 36194GLT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3142324 | PA      | $2972765.10    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                             | Marvell Technology, Inc.                                                                         | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1821452.56    | 0.01%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                          | Cheniere Energy Partners LP                                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   20222000 | PA      | $20179215.71   | 0.08%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                  | New Residential Mortgage Loan Trust, Series 2024-RTL2, Class A1                                  | CUSIP: 64831WAA8<br>LEI: 213800H34ZKQ2LAZZL53 | Long             | ABS-MBS          | CORP              | US        |   15200000 | PA      | $15256328.16   | 0.06%             | 2039-09-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Claire's Boutiques, Inc.                                             | Claire's Boutiques, Inc., 1st Lien Term Loan                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     445957 | PA      | $151625.31     | 0.00%             | 2026-05-15      | Variable      | 11.60%                | No            |                  3 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                            | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1379000 | PA      | $1262323.78    | 0.01%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                                         | Leidos, Inc.                                                                                     | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   13163000 | PA      | $13598939.61   | 0.06%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                                    | Petco Health & Wellness Co., Inc., 1st Lien Term Loan                                            | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    6222934 | PA      | $5992188.02    | 0.02%             | 2028-03-03      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt ARD LLC                                                 | Mallinckrodt ARD LLC                                                                             | CUSIP: 292CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      15944 | NS      | $1563508.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| DP Lion Holdco LLC                                                   | DP Lion Holdco LLC, Series 2023-1A, Class A                                                      | CUSIP: 23359MAA8<br>LEI: 254900327YUW2NAXPW14 | Long             | ABS-O            | CORP              | US        |    4842425 | PA      | $4978603.51    | 0.02%             | 2043-11-30      | Fixed         | 8.24%                 | No            |                  3 | On Loan: No      |
| Interstate Power and Light Co.                                       | Interstate Power and Light Co.                                                                   | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     565000 | PA      | $556841.99     | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                                 | Anheuser-Busch InBev Worldwide, Inc.                                                             | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1038000 | PA      | $1045294.98    | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp.                                                       | DISH DBS Corp.                                                                                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1782000 | PA      | $1676886.95    | 0.01%             | 2028-12-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                             | UnitedHealth Group, Inc.                                                                         | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     598000 | PA      | $485477.77     | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                         | DNB Bank ASA                                                                                     | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    3590000 | PA      | $3585086.94    | 0.01%             | 2026-09-16      | Variable      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty. Ltd.                                                    | Alumina Pty. Ltd.                                                                                | CUSIP: 02220AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     923000 | PA      | $937887.07     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd.                                   | Macquarie Airfinance Holdings Ltd.                                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    1275000 | PA      | $1338750.00    | 0.01%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XMDD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19029909 | PA      | $15994132.28   | 0.07%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                    | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class E                                       | CUSIP: 36270YAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3677539.95    | 0.02%             | 2031-08-15      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co.                                                        | Organon & Co.                                                                                    | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3906000 | PA      | $3740565.28    | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp.                                         | American Water Capital Corp.                                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     602000 | PA      | $588239.76     | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-4, Class MB                               | CUSIP: 35563PMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41743777 | PA      | $31177195.60   | 0.13%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2019-1, Class A                                       | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1234510 | PA      | $1167961.70    | 0.00%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                     | DTE Electric Co., Series B                                                                       | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     636000 | PA      | $460891.01     | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                  | DT Auto Owner Trust, Series 2023-2A, Class E                                                     | CUSIP: 23346CAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11500000 | PA      | $12312951.10   | 0.05%             | 2030-04-15      | Fixed         | 11.06%                | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust     | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7       | CUSIP: 9393366B4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     199715 | PA      | $184276.95     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MetLife, Inc.                                                        | MetLife, Inc.                                                                                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     486000 | PA      | $407824.47     | 0.00%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming, Inc.                                              | Genesee & Wyoming, Inc., 1st Lien Term Loan                                                      | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |    7153481 | PA      | $7118500.68    | 0.03%             | 2031-04-10      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K739, Class D                                                  | CUSIP: 30289SAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40021170 | PA      | $33239534.72   | 0.14%             | 2053-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140J1VA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $6544165.76    | 0.03%             | 2032-11-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                         | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $5092710.01    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                              | Duke Energy Florida LLC                                                                          | CUSIP: 341099CB3<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     400000 | PA      | $427853.70     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BX                                                                   | BX, Series 2021-MFM1, Class E                                                                    | CUSIP: 05608VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2208445 | PA      | $2209134.85    | 0.01%             | 2034-01-15      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11820800 | PA      | $10081849.44   | 0.04%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA I, 30 Year                                                                                  | CUSIP: 36193PPT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     453396 | PA      | $444354.85     | 0.00%             | 2046-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QLR99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21580502 | PA      | $18863660.64   | 0.08%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                        | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2                         | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115121 | PA      | $108092.13     | 0.00%             | 2034-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2019-20, Class H                                                             | CUSIP: 3136B4NV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5243858 | PA      | $4820220.71    | 0.02%             | 2049-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LFXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9255210 | PA      | $8639165.58    | 0.04%             | 2030-09-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                         | Antero Midstream Partners LP                                                                     | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4996000 | PA      | $4966199.36    | 0.02%             | 2029-06-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co., Series C                                                         | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     971000 | PA      | $733275.29     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    6410000 | PA      | $5942467.55    | 0.02%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                    | GLS Auto Receivables Issuer Trust, Series 2022-1A, Class E                                       | CUSIP: 36263XAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14000000 | PA      | $13998399.80   | 0.06%             | 2029-05-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10662000 | PA      | $11017112.73   | 0.05%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                         | Avolon Holdings Funding Ltd.                                                                     | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2112000 | PA      | $2114999.04    | 0.01%             | 2026-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                                | Vendee Mortgage Trust, Series 1996-2, Class 1Z                                                   | CUSIP: 911760HH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17818 | PA      | $17932.18      | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Seasoned Credit Risk Transfer Trust, Series 2024-2, Class MT                               | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37366940 | PA      | $32311558.90   | 0.13%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132DQJM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12849514 | PA      | $10357740.16   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                               | Oportun Issuance Trust, Series 2022-A, Class A                                                   | CUSIP: 68378NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     849133 | PA      | $848954.66     | 0.00%             | 2031-06-09      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2021-1, Class BXS                              | CUSIP: 35563PWX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10112768 | PA      | $7534028.30    | 0.03%             | 2060-09-25      | Variable      | 13.23%                | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4385000 | PA      | $4609384.18    | 0.02%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140HU3T1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21372524 | PA      | $20294793.25   | 0.08%             | 2029-08-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                     | BP Capital Markets America, Inc.                                                                 | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    3466000 | PA      | $3486011.78    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                             | Roper Technologies, Inc.                                                                         | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3637497.47    | 0.02%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                    | EMRLD Borrower LP                                                                                | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8783000 | PA      | $9020369.36    | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ygrene Energy Fund, Inc.                                             | Ygrene Energy Fund, Inc.                                                                         | CUSIP: N/A<br>LEI: 549300U6Y2YJ14NVVY40       | Long             | ABS-MBS          | CORP              | US        |   11795769 | PA      | $11051455.54   | 0.05%             | 2026-03-29      | Fixed         | 13.75%                | No            |                  3 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KPJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46797638 | PA      | $43749566.41   | 0.18%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-152, Class A2                 | CUSIP: 3137H9M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34000000 | PA      | $32843092.20   | 0.14%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   26145000 | PA      | $27822201.23   | 0.12%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Grantor Trust, Whole Loan, Series 2002-T4, Class A2                                        | CUSIP: 31392B6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148029 | PA      | $153936.29     | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2007-71, Class GZ                                                            | CUSIP: 31396WMD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52698 | PA      | $56032.47      | 0.00%             | 2047-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                     | BP Capital Markets America, Inc.                                                                 | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5102000 | PA      | $3245326.84    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2025-18, Class MA                                                            | CUSIP: 3136BVLQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   88784857 | PA      | $73370554.15   | 0.30%             | 2054-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                             | Palomino Funding Trust I                                                                         | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2124071.12    | 0.01%             | 2028-05-17      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Transcanada Trust                                                    | Transcanada Trust                                                                                | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   16507000 | PA      | $16261073.76   | 0.07%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                  | Shift4 Payments LLC                                                                              | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5323000 | PA      | $5519232.40    | 0.02%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                     | BP Capital Markets America, Inc.                                                                 | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    3971000 | PA      | $2391963.54    | 0.01%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                                           | Rio Tinto Finance USA Ltd.                                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    1942000 | PA      | $1915764.08    | 0.01%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                           | PG&E Corp.                                                                                       | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    3683000 | PA      | $3641055.68    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                   | Cinemark USA, Inc.                                                                               | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    2736000 | PA      | $2719246.10    | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LVY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368569 | PA      | $361278.74     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan                                          | Hashemite Kingdom of Jordan                                                                      | CUSIP: N/A<br>LEI: 5493000JZ4MYPVMBVN50       | Long             | DBT              | NUSS              | JO        |    2500000 | PA      | $2463825.00    | 0.01%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                               | Tenet Healthcare Corp.                                                                           | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     486000 | PA      | $486284.31     | 0.00%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2098733.44    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                    | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class C                                       | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26700000 | PA      | $27704795.76   | 0.11%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                  | Exeter Automobile Receivables Trust, Series 2022-4A, Class E                                     | CUSIP: 30166BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12000000 | PA      | $12318634.80   | 0.05%             | 2030-03-15      | Fixed         | 8.23%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                             | AEP Transmission Co. LLC                                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     471000 | PA      | $314131.73     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FTF                                                                  | FTF                                                                                              | CUSIP: N/A<br>LEI: 549300881VLD4ANNI662       | Long             | ABS-MBS          | CORP              | US        |    5054250 | PA      | $3790687.75    | 0.02%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| TSMC Arizona Corp.                                                   | TSMC Arizona Corp.                                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    6873000 | PA      | $6243020.82    | 0.03%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                                     | CCO Holdings LLC                                                                                 | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14846000 | PA      | $14052641.34   | 0.06%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bastion Funding I LLC                                                | Bastion Funding I LLC, Series 2023-1A, Class C                                                   | CUSIP: 07030UAE2<br>LEI: 549300NX3WVP5ASDEU57 | Long             | ABS-O            | CORP              | US        |    6637999 | PA      | $6637999.37    | 0.03%             | 2038-04-25      | Fixed         | 11.73%                | Yes           |                  3 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93565600 | PA      | $68280958.09   | 0.28%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KG01, Class X2A                                                | CUSIP: 30298CAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  281561120 | PA      | $403561.55     | 0.00%             | 2029-04-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K82, Class X2B                                                 | CUSIP: 30297LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  144000000 | PA      | $386467.20     | 0.00%             | 2028-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Principal Life Global Funding II                                     | Principal Life Global Funding II                                                                 | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2718771.66    | 0.01%             | 2029-01-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Public Storage Operating Co.                                         | Public Storage Operating Co.                                                                     | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $4412242.37    | 0.02%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132DQK47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31388288 | PA      | $27257964.77   | 0.11%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                        | Starwood Property Trust, Inc.                                                                    | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4846787.25    | 0.02%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                        | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $4806049.96    | 0.02%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2017-H14, Class XI                                                                  | CUSIP: 38376R5T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7728121 | PA      | $222923.05     | 0.00%             | 2067-06-20      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                 | Prime Security Services Borrower LLC                                                             | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2109354.97    | 0.01%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Identity Digital Ltd.                                                | Identity Digital Ltd.                                                                            | CUSIP: N/A<br>LEI: 5493005BN677T7KORE19       | Long             | DBT              | CORP              | IE        |   23800000 | PA      | $24216500.00   | 0.10%             | 2065-03-20      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                             | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    8632000 | PA      | $7697278.10    | 0.03%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617KJP81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2252897 | PA      | $2185087.28    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418BXL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1921536 | PA      | $1827031.16    | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                       | Shell International Finance BV                                                                   | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    6407000 | PA      | $5049963.31    | 0.02%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31416JAU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65634 | PA      | $67295.09      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202FPP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     105354 | PA      | $110081.64     | 0.00%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202FNS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     102370 | PA      | $106899.18     | 0.00%             | 2031-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                         | Avolon Holdings Funding Ltd.                                                                     | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   19980000 | PA      | $20287492.20   | 0.08%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Piedmont Natural Gas Co., Inc.                                       | Piedmont Natural Gas Co., Inc.                                                                   | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $1874118.93    | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                                         | Antero Midstream Partners LP                                                                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3208819.20    | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Morocco                                                   | Kingdom of Morocco                                                                               | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    2100000 | PA      | $1473281.25    | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418AHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     756483 | PA      | $729569.64     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF                                                                | FREMF, Series 20K-1517, Class C                                                                  | CUSIP: 30315VAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37985811 | PA      | $17377627.26   | 0.07%             | 2035-08-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36193UAC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1053846 | PA      | $967943.57     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                                | Anchor Mortgage Trust                                                                            | CUSIP: 03332JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12500000 | PA      | $12687377.50   | 0.05%             | 2031-03-25      | Variable      | 8.23%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140L3PN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   77076808 | PA      | $61698299.27   | 0.26%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31292J5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20866 | PA      | $22107.06      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K159, Class X2B                                                | CUSIP: 302967AN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22000000 | PA      | $133309.00     | 0.00%             | 2033-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                            | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2516029.73    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LGBJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14265094 | PA      | $13411832.82   | 0.06%             | 2032-05-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                     | Gray Media, Inc.                                                                                 | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $1537897.44    | 0.01%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                           | Progress Residential Trust, Series 2022-SFR3, Class E2                                           | CUSIP: 74331UAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19522000 | PA      | $19434283.75   | 0.08%             | 2039-04-17      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                  | Herc Holdings, Inc.                                                                              | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2799000 | PA      | $2913070.45    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                             | Sierra Timeshare Receivables Funding LLC, Series 2023-2A, Class D                                | CUSIP: 82650BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2241980 | PA      | $2357667.54    | 0.01%             | 2040-04-20      | Fixed         | 9.72%                 | Yes           |                  2 | On Loan: No      |
| LOANDEPOT GMSR Master Trust                                          | LOANDEPOT GMSR Master Trust, Series 2025-GT2, Class A                                            | CUSIP: 53946TAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $20065654.00   | 0.08%             | 2030-07-16      | Floating      | 3.15%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2017-K63, Class C                                                   | CUSIP: 30300HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4853724 | PA      | $4769482.77    | 0.02%             | 2050-02-25      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                  | Rocket Mortgage LLC                                                                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $509395.53     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                                   | Tricolor Auto Securitization Trust, Series 2022-1A, Class E                                      | CUSIP: 89616BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1043955 | PA      | $1046188.41    | 0.00%             | 2027-08-16      | Fixed         | 7.79%                 | Yes           |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                               | Cascade MH Asset Trust, Series 2019-MH1, Class B                                                 | CUSIP: 14732FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16502660 | PA      | $15430586.15   | 0.06%             | 2044-11-25      | Variable      | 5.00%                 | Yes           |                  3 | On Loan: No      |
| Halliburton Co.                                                      | Halliburton Co.                                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     263000 | PA      | $227846.47     | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                      | Impac CMB Trust, Series 2004-10, Class 3A2                                                       | CUSIP: 45254NLN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59553 | PA      | $57413.57      | 0.00%             | 2035-03-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| FREMF Trust                                                          | FREMF Trust, Series 2018-KW04, Class C                                                           | CUSIP: 30296MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23362340 | PA      | $15345230.63   | 0.06%             | 2032-12-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MNR ABS Issuer I LLC                                                 | MNR ABS Issuer I LLC                                                                             | CUSIP: 55317XAB5<br>LEI: 254900P5PAYARXBH9O74 | Long             | ABS-O            | CORP              | US        |    6290556 | PA      | $6454198.33    | 0.03%             | 2038-12-15      | Fixed         | 8.95%                 | No            |                  3 | On Loan: No      |
| Great Ajax Operating Partnership LP                                  | Great Ajax Operating Partnership LP, Series QIB                                                  | CUSIP: 38982GAA4<br>LEI: 549300IMX0KE8QJMZ613 | Long             | DBT              | CORP              | US        |   28328000 | PA      | $27764516.99   | 0.12%             | 2027-09-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                                       | Entegris, Inc.                                                                                   | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    2242000 | PA      | $2179920.81    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31377U2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15656600 | PA      | $15297085.79   | 0.06%             | 2030-08-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                     | ERP Operating LP                                                                                 | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    2913000 | PA      | $2873187.88    | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-KW07, Class C                                                  | CUSIP: 30297NAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12619682 | PA      | $9701540.81    | 0.04%             | 2031-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd.                                               | HUB International Ltd., 1st Lien Term Loan                                                       | CUSIP: 44332EAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    4373181 | PA      | $4380484.37    | 0.02%             | 2030-06-20      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Caerus Uinta Abs I LLC                                               | Caerus Uinta ABS LLC, Series 2023-1A, Class A2                                                   | CUSIP: 127656AB2<br>LEI: 549300KYPQ0HIKDTZK59 | Long             | ABS-O            | CORP              | US        |   17733078 | PA      | $18087540.92   | 0.08%             | 2040-04-28      | Fixed         | 7.85%                 | Yes           |                  3 | On Loan: No      |
| Exeter Automobile Receivables Trust                                  | Exeter Automobile Receivables Trust, Series 2023-4A, Class E                                     | CUSIP: 30166TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11565000 | PA      | $12706271.21   | 0.05%             | 2031-02-18      | Fixed         | 9.57%                 | Yes           |                  2 | On Loan: No      |
| DP Lion Holdco LLC                                                   | DP Lion Holdco LLC, Series 2023-1A, Class B                                                      | CUSIP: 23359MAC4<br>LEI: 254900327YUW2NAXPW14 | Long             | ABS-O            | CORP              | US        |    5881076 | PA      | $6045746.03    | 0.03%             | 2043-11-30      | Fixed         | 12.72%                | No            |                  3 | On Loan: No      |
| Gulfport Energy Operating Corp.                                      | Gulfport Energy Operating Corp.                                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    2054000 | PA      | $2101381.67    | 0.01%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                          | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1262000 | PA      | $1303479.42    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                             | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1651000 | PA      | $1094090.39    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                      | PECO Energy Co.                                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     729000 | PA      | $452353.87     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                              | Volkswagen Group of America Finance LLC                                                          | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   18911000 | PA      | $19401042.44   | 0.08%             | 2030-03-27      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                              | JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3                                               | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17188 | PA      | $17004.01      | 0.00%             | 2033-11-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138M3XL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     869732 | PA      | $853918.14     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance LLC                                      | Post Road Equipment Finance LLC, Series 2024-1A, Class E                                         | CUSIP: 737473AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3341796.25    | 0.01%             | 2031-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                           | AT&T, Inc.                                                                                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5594000 | PA      | $4379450.41    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1043583.52    | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                          | Southern California Gas Co., Series XX                                                           | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     695000 | PA      | $647484.34     | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2015-157, Class GA                                                                  | CUSIP: 38379FBV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     200796 | PA      | $193994.58     | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                               | Shutterfly Finance LLC                                                                           | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1386201 | PA      | $1299563.44    | 0.01%             | 2027-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LGA28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12522078 | PA      | $12104983.68   | 0.05%             | 2030-05-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2017-M1, Class A2                                                              | CUSIP: 3136AUG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6783913 | PA      | $6644477.11    | 0.03%             | 2026-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                             | PNC Financial Services Group, Inc. (The)                                                         | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     971000 | PA      | $863492.65     | 0.00%             | 2032-04-23      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, STRIPS, Series 313, Class 1                                                                | CUSIP: 3136FAAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165823 | PA      | $152654.19     | 0.00%             | 2031-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                          | CARS-DB4 LP, Series 2020-1A, Class B3                                                            | CUSIP: 12510HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9697740 | PA      | $8822481.14    | 0.04%             | 2050-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                 | NOVA Chemicals Corp.                                                                             | CUSIP: 66977WAT6<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    2405000 | PA      | $2519336.11    | 0.01%             | 2028-11-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 1997-11, Class E                                                             | CUSIP: 31359NTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        793 | PA      | $794.73        | 0.00%             | 2027-03-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                         | San Diego Gas & Electric Co., Series XXX                                                         | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $4411777.88    | 0.02%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140MGCW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15395701 | PA      | $12833005.48   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                              | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42525000 | PA      | $44327329.00   | 0.18%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2006-128                                                                     | CUSIP: 31396PEM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50197 | PA      | $43319.84      | 0.00%             | 2037-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    9976000 | PA      | $9963916.07    | 0.04%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| CFIN LLC                                                             | CFIN LLC, Class B                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    8788017 | PA      | $8788016.83    | 0.04%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Ameren Illinois Co.                                                  | Ameren Illinois Co.                                                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3529943.96    | 0.01%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                           | Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A                              | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29950000 | PA      | $30196036.26   | 0.13%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA Trust, Whole Loan, Series 2004-W9, Class 1A3                                                | CUSIP: 31394ACG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131843 | PA      | $137361.95     | 0.00%             | 2044-02-25      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140LV7A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7147035 | PA      | $6242941.73    | 0.03%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                     | Bank of Montreal                                                                                 | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $3681438.60    | 0.02%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2015-K51, Class B                                                   | CUSIP: 30293XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2669548 | PA      | $2660612.49    | 0.01%             | 2048-10-25      | Variable      | 4.14%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QKQL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29237822 | PA      | $24504797.47   | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   24553000 | PA      | $22175797.69   | 0.09%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                              | Civitas Resources, Inc.                                                                          | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    6940000 | PA      | $7139330.68    | 0.03%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Trust, Inc.                                             | Arbor Realty Trust, Inc., Series QIB                                                             | CUSIP: 038923AX6<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   18930000 | PA      | $18400503.10   | 0.08%             | 2026-09-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                               | Alternative Loan Trust, Series 2004-22CB, Class 1A1                                              | CUSIP: 12667FRY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171400 | PA      | $174531.97     | 0.00%             | 2034-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                              | MVW LLC, Series 2023-2A, Class D                                                                 | CUSIP: 55400WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4006685 | PA      | $4125181.14    | 0.02%             | 2040-11-20      | Fixed         | 9.33%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31292J5A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12105 | PA      | $12768.74      | 0.00%             | 2036-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138MGV44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     266091 | PA      | $261225.83     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11450000 | PA      | $8717094.19    | 0.04%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                 | Mitsubishi UFJ Financial Group, Inc.                                                             | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2605000 | PA      | $2507182.88    | 0.01%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                             | Sierra Timeshare Receivables Funding LLC, Series 2021-2A, Class D                                | CUSIP: 82652RAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     511935 | PA      | $504889.39     | 0.00%             | 2038-09-20      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXX64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20717237 | PA      | $16465577.99   | 0.07%             | 2062-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                | Quanta Services, Inc.                                                                            | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    7380000 | PA      | $7472030.37    | 0.03%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     724000 | PA      | $656802.76     | 0.00%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K115, Class X2B                                                | CUSIP: 302673AL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  113645052 | PA      | $453477.85     | 0.00%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Darling Ingredients, Inc.                                            | Darling Ingredients, Inc.                                                                        | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    4736000 | PA      | $4725061.26    | 0.02%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31379HW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8706 | PA      | $9019.76       | 0.00%             | 2028-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132WWZB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14339138 | PA      | $13590923.82   | 0.06%             | 2032-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                   | Atmos Energy Corp.                                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2083000 | PA      | $2070331.53    | 0.01%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4502006.52    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2293, Class ZA                                                              | CUSIP: 3133TSBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15511 | PA      | $15938.14      | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                             | Roper Technologies, Inc.                                                                         | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   10280000 | PA      | $10175169.91   | 0.04%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140KEEM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38713941 | PA      | $32215390.79   | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                             | Octane Receivables Trust, Series 2024-1A, Class C                                                | CUSIP: 67571FAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3562902.70    | 0.01%             | 2030-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                           | Progress Residential Trust, Series 2022-SFR1, Class E1                                           | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12578000 | PA      | $12059787.66   | 0.05%             | 2041-02-17      | Fixed         | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Gray Media, Inc.                                                     | Gray Media, Inc.                                                                                 | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2709202.65    | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2003-18, Class PG                                                                   | CUSIP: 38373SM61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     174405 | PA      | $173921.97     | 0.00%             | 2033-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                  | Petroleos Mexicanos                                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     153000 | PA      | $149915.52     | 0.00%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                                | Vendee Mortgage Trust, Series 1999-1, Class 2Z                                                   | CUSIP: 911760MJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22333 | PA      | $22498.80      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3186000 | PA      | $3200005.88    | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K146, Class AM                  | CUSIP: 3137H7ZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12619682 | PA      | $11561487.59   | 0.05%             | 2032-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                | WR Grace Holdings LLC                                                                            | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    3612000 | PA      | $3582937.41    | 0.01%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA I, 30 Year                                                                                  | CUSIP: 36225ARA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         52 | PA      | $52.20         | 0.00%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                           | Niagara Mohawk Power Corp.                                                                       | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     631000 | PA      | $630815.65     | 0.00%             | 2028-12-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XGB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23387317 | PA      | $20290609.22   | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC                                                                                            | CUSIP: 3128S4Q59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40266 | PA      | $41192.01      | 0.00%             | 2037-10-01      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Goodgreen                                                            | Goodgreen, Series 2018-1A, Class A                                                               | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | KY        |    3325575 | PA      | $3072286.58    | 0.01%             | 2053-10-15      | Variable      | 3.93%                 | Yes           |                  3 | On Loan: No      |
| Berry Global, Inc.                                                   | Berry Global, Inc.                                                                               | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   25745000 | PA      | $27261513.09   | 0.11%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                                          | Toronto-Dominion Bank (The)                                                                      | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6990000 | PA      | $7168721.02    | 0.03%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 10 Year Note                                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       7889 | NC      | $3700813.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                           | Progress Residential Trust, Series 2021-SFR8, Class E1                                           | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23973000 | PA      | $23339671.70   | 0.10%             | 2038-10-17      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                            | Commercial Mortgage Trust, Series 2018-HOME, Class A                                             | CUSIP: 20048JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23200799 | PA      | $22740140.18   | 0.09%             | 2033-04-10      | Variable      | 3.94%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                               | OCP SA                                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    4366000 | PA      | $4511344.14    | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                      | Permian Resources Operating LLC                                                                  | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2021779.50    | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Hologic, Inc.                                                        | Hologic, Inc.                                                                                    | CUSIP: 436440AM3<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1099182.50    | 0.00%             | 2028-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2310, Class Z                                                               | CUSIP: 3133TSQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2743 | PA      | $2815.06       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                                   | Chemours Co. (The)                                                                               | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $3137170.23    | 0.01%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                | Sumitomo Mitsui Financial Group, Inc.                                                            | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3500000 | PA      | $3275060.78    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QQEA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32435048 | PA      | $32235876.47   | 0.13%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux SARL                                             | JBS USA Holding Lux SARL                                                                         | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   12930000 | PA      | $11917159.48   | 0.05%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                          | Allied Universal Holdco LLC                                                                      | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2807000 | PA      | $2739504.56    | 0.01%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18785535 | PA      | $16999952.03   | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXWQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19854246 | PA      | $16786731.50   | 0.07%             | 2062-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     132000 | PA      | $99408.41      | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                         | Guardian Life Global Funding                                                                     | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2622275.50    | 0.01%             | 2029-09-26      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                | Dominion Energy, Inc.                                                                            | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   13230000 | PA      | $13552970.76   | 0.06%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140JG5X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     865381 | PA      | $866177.43     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1968000 | PA      | $1178251.74    | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3695000 | PA      | $3869609.59    | 0.02%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                                    | Standard Building Solutions, Inc.                                                                | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2449465.82    | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K113, Class D                                                  | CUSIP: 30315KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58000000 | PA      | $38537578.00   | 0.16%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                             | Bristol-Myers Squibb Co.                                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6576000 | PA      | $4749492.85    | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                           | Flagship Credit Auto Trust, Series 2023-2, Class C                                               | CUSIP: 33843EAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6006000 | PA      | $6060540.49    | 0.03%             | 2029-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                               | UBS AG                                                                                           | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     688000 | PA      | $742433.91     | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 4796, Class CZ                                                              | CUSIP: 3137FG4P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9665216 | PA      | $9176397.15    | 0.04%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                            | UDR, Inc.                                                                                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4447399.71    | 0.02%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                    | GLS Auto Receivables Issuer Trust, Series 2022-1A, Class D                                       | CUSIP: 36263XAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16341963 | PA      | $16288385.82   | 0.07%             | 2028-01-18      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KMY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14181669 | PA      | $11923413.67   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                       | Carnival Corp.                                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    4208000 | PA      | $4277432.00    | 0.02%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding III                                                     | HERO Funding III, Series 2017-1A, Class A                                                        | CUSIP: 42771BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1737490 | PA      | $1559139.83    | 0.01%             | 2043-09-21      | Fixed         | 3.50%                 | Yes           |                  3 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2369000 | PA      | $2429092.41    | 0.01%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QNFK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30797807 | PA      | $25892213.66   | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140FDB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1392600 | PA      | $1287914.88    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                  | DT Auto Owner Trust, Series 2021-3A, Class E                                                     | CUSIP: 23344QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1475000 | PA      | $1460614.92    | 0.01%             | 2028-09-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                         | FirstEnergy Transmission LLC                                                                     | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     777000 | PA      | $743791.83     | 0.00%             | 2044-07-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Superior Plus LP                                                     | Superior Plus LP                                                                                 | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3859000 | PA      | $3707839.11    | 0.02%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                           | Avis Budget Car Rental LLC                                                                       | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1952000 | PA      | $1893866.43    | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DTE Electric Co.                                                     | DTE Electric Co.                                                                                 | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3498016.53    | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                               | Santander Drive Auto Receivables Trust, Series 2024-2, Class D                                   | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7941000 | PA      | $8244566.17    | 0.03%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                            | SCF Equipment Leasing LLC, Series 2023-1A, Class A3                                              | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12318622 | PA      | $12489710.76   | 0.05%             | 2032-05-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140HSAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     281516 | PA      | $279183.49     | 0.00%             | 2028-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140X8XB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21703291 | PA      | $18330555.04   | 0.08%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 20 Times Square Trust                                                | 20 Times Square Trust, Series 2018-20TS, Class F                                                 | CUSIP: 90137LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23414363 | PA      | $20955854.89   | 0.09%             | 2035-05-15      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2007-109, Class YI                                                           | CUSIP: 31396X2N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     764436 | PA      | $84910.93      | 0.00%             | 2037-12-25      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury STRIPS Bonds                                                                       | CUSIP: 912834HV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   63558000 | PA      | $30950110.25   | 0.13%             | 2040-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K82, Class X2A                                                 | CUSIP: 30297LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  567093435 | PA      | $1328359.66    | 0.01%             | 2028-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Trust                                         | Chase Mortgage Finance Trust, Series 2007-A2, Class 2A1                                          | CUSIP: 16163LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     208841 | PA      | $207933.45     | 0.00%             | 2035-06-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KL05, Class CHG                                                | CUSIP: 30311NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11274229 | PA      | $10127296.05   | 0.04%             | 2029-02-25      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $4028548.18    | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                   | United Rentals North America, Inc.                                                               | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    3965000 | PA      | $4106867.70    | 0.02%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXXF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41602855 | PA      | $38545853.76   | 0.16%             | 2062-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                     | CSC Holdings LLC                                                                                 | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $1667847.76    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                 | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     614000 | PA      | $566359.99     | 0.00%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC                                             | Blue Racer Midstream LLC                                                                         | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3169925.19    | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Air Canada Pass-Through Trust                                        | Air Canada Pass-Through Trust, Series 2017-1, Class AA                                           | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    5863582 | PA      | $5538958.06    | 0.02%             | 2030-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                       | EchoStar Corp.                                                                                   | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1431412.50    | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                             | AEP Transmission Co. LLC, Series N                                                               | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2427000 | PA      | $1487401.00    | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1882000 | PA      | $1779687.35    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                             | Bristol-Myers Squibb Co.                                                                         | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10635000 | PA      | $10186243.73   | 0.04%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   53407000 | PA      | $53648982.31   | 0.22%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2004-2, Class SA                                                                    | CUSIP: 38374FCV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      88015 | PA      | $87451.99      | 0.00%             | 2034-01-16      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage-Backed Securities Trust                         | Wells Fargo Mortgage-Backed Securities Trust, Series 2004-K, Class 1A2                           | CUSIP: 94981VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21004 | PA      | $21437.96      | 0.00%             | 2034-07-25      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                           | Baxter International, Inc.                                                                       | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1842333.87    | 0.01%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bioceanico Sovereign Certificate Ltd.                                | Bioceanico Sovereign Certificate Ltd.                                                            | CUSIP: 09076AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    1391069 | PA      | $1113592.74    | 0.00%             | 2034-06-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury 5 Year Note                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      14262 | NC      | $5842260.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                   | Banco Santander SA                                                                               | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3600000 | PA      | $4085569.80    | 0.02%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Securitized Asset-Backed Receivables LLC Trust                       | Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2                       | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     122600 | PA      | $105257.31     | 0.00%             | 2036-01-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                  | Take-Two Interactive Software, Inc.                                                              | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     831000 | PA      | $824941.02     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LDU50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4795209 | PA      | $4734387.16    | 0.02%             | 2026-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                 | Noble Finance II LLC                                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2878117.32    | 0.01%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Anchor Mortgage Trust                                                | Anchor Mortgage Trust                                                                            | CUSIP: 03332JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7731204.00    | 0.03%             | 2031-03-25      | Variable      | 10.14%                | No            |                  3 | On Loan: No      |
| Camden Property Trust                                                | Camden Property Trust                                                                            | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    2869000 | PA      | $2756593.04    | 0.01%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2002-19, Class SC                                                            | CUSIP: 31392CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        930 | PA      | $939.69        | 0.00%             | 2032-03-17      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Grantor Trust, Whole Loan, Series 2004-T2, Class 1A4                                       | CUSIP: 31393X7D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78611 | PA      | $79599.52      | 0.00%             | 2043-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                  | Emera US Finance LP                                                                              | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18635000 | PA      | $16584299.68   | 0.07%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Sigeco Securitization I LLC                                          | Sigeco Securitization I LLC, Series A2                                                           | CUSIP: 82655KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     298000 | PA      | $296684.04     | 0.00%             | 2041-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                              | Entergy Mississippi LLC                                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    3252000 | PA      | $3287104.01    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3592, Class BZ                                                              | CUSIP: 31398KFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     915990 | PA      | $943771.10     | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202FMV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     103880 | PA      | $107357.27     | 0.00%             | 2039-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                   | PG&E Wildfire Recovery Funding LLC, Series A-4                                                   | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     777000 | PA      | $741229.48     | 0.00%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ovintiv, Inc.                                                        | Ovintiv, Inc.                                                                                    | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $5847915.39    | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ball Corp.                                                           | Ball Corp.                                                                                       | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    3791000 | PA      | $3888873.23    | 0.02%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                               | TotalEnergies Capital International SA                                                           | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    6549000 | PA      | $4303146.26    | 0.02%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                   | Union Electric Co.                                                                               | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2365109.02    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Protective Life Global Funding                                       | Protective Life Global Funding                                                                   | CUSIP: 74368CBH6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1456122.12    | 0.01%             | 2026-09-20      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                                      | Moran Foods LLC, 1st Lien Term Loan                                                              | CUSIP: 61647DAY8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     254810 | PA      | $254810.35     | 0.00%             | 2029-01-02      | Variable      | 12.73%                | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXSX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16520570 | PA      | $14050240.99   | 0.06%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2013-H23, Class FA                                                                  | CUSIP: 38375B8G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     264450 | PA      | $266921.73     | 0.00%             | 2063-09-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140N4DC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11937659 | PA      | $11863737.07   | 0.05%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA                                                                                             | CUSIP: 31406YB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35729 | PA      | $36431.36      | 0.00%             | 2035-05-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| BBCCRE Trust                                                         | BBCCRE Trust, Series 2015-GTP, Class A                                                           | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9126000 | PA      | $8437169.52    | 0.03%             | 2033-08-10      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co. of Colorado                                       | Public Service Co. of Colorado                                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3097000 | PA      | $1806702.81    | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                    | Enterprise Products Operating LLC, Series H                                                      | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $5189483.36    | 0.02%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8252000 | PA      | $8213388.48    | 0.03%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                             | Comstock Resources, Inc.                                                                         | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    4948000 | PA      | $4877962.54    | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CNO Global Funding                                                   | CNO Global Funding                                                                               | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1743923.07    | 0.01%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2116, Class ZA                                                              | CUSIP: 3133THTM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11243 | PA      | $11439.55      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   17119000 | PA      | $17262604.10   | 0.07%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series W5FX, Class AFX                 | CUSIP: 3137FG6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9620080 | PA      | $9444669.39    | 0.04%             | 2028-04-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| Diversified Abs Phase VI LLC                                         | Diversified ABS Phase LLC, Series VI, Class A                                                    | CUSIP: 25512VAA7<br>LEI: 549300N7EGAMCATEDO05 | Long             | ABS-O            | CORP              | US        |   12262324 | PA      | $12251288.26   | 0.05%             | 2039-11-28      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| Volkswagen Group of America Finance LLC                              | Volkswagen Group of America Finance LLC                                                          | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    9214000 | PA      | $9261737.09    | 0.04%             | 2028-11-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40952900 | PA      | $33384612.01   | 0.14%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2021-2, Class BXS                              | CUSIP: 35563P4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4746906 | PA      | $3520076.58    | 0.01%             | 2060-11-25      | Variable      | 13.09%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11366000 | PA      | $11705536.52   | 0.05%             | 2030-02-10      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                             | Duke Energy Progress LLC                                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    9659000 | PA      | $9748681.98    | 0.04%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                             | PRPM LLC, Series 2024-RCF1, Class A1                                                             | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3012572 | PA      | $2965496.47    | 0.01%             | 2054-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MV24 Capital BV                                                      | MV24 Capital BV                                                                                  | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1955294 | PA      | $1916384.04    | 0.01%             | 2034-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $992850.03     | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140NUNT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10500000 | PA      | $10492771.70   | 0.04%             | 2034-03-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XHE45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23178329 | PA      | $20523436.94   | 0.09%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13975710 | PA      | $11397926.73   | 0.05%             | 2063-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140NUPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50000000 | PA      | $50264535.50   | 0.21%             | 2034-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   13107000 | PA      | $11318580.00   | 0.05%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                               | Keurig Dr Pepper, Inc.                                                                           | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    8567000 | PA      | $8567995.06    | 0.04%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                           | iHeartCommunications, Inc.                                                                       | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    3549056 | PA      | $3040784.51    | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp.                                                          | Eaton Corp.                                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    2427000 | PA      | $2080952.98    | 0.01%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2010-35, Class SB                                                            | CUSIP: 31398PKD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158288 | PA      | $10670.49      | 0.00%             | 2040-04-25      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2594, Class IV                                                              | CUSIP: 31393PVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22511 | PA      | $2080.42       | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                         | Canadian Pacific Railway Co.                                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1752000 | PA      | $1138850.12    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 19K-1514, Class C                                                   | CUSIP: 30315AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22974739 | PA      | $10983057.90   | 0.05%             | 2034-10-25      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Safehold GL Holdings LLC                                             | Safehold GL Holdings LLC                                                                         | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $4433648.31    | 0.02%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Performance Food Group, Inc.                                         | Performance Food Group, Inc.                                                                     | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     933000 | PA      | $954940.43     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1894000 | PA      | $1539137.93    | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                                    | Georgia Power Co.                                                                                | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3484970.01    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                        | Six Flags Entertainment Corp.                                                                    | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2120109.01    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                              | Entergy Mississippi LLC                                                                          | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2966714.80    | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LYQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     671340 | PA      | $656272.38     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                         | Rockies Express Pipeline LLC                                                                     | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3020654.36    | 0.01%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2025-6, Class GA                                                                    | CUSIP: 38385B5S5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55999757 | PA      | $53922507.58   | 0.22%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                             | Duke Energy Progress LLC                                                                         | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     888000 | PA      | $864010.11     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                               | Cleveland-Cliffs, Inc.                                                                           | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     955000 | PA      | $968119.79     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Altar Bidco, Inc.                                                    | Altar Bidco, Inc., 1st Lien Term Loan B                                                          | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10230889 | PA      | $10205312.05   | 0.04%             | 2029-02-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                             | WESCO Distribution, Inc.                                                                         | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    4002000 | PA      | $4120367.15    | 0.02%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                  | Societe Generale SA                                                                              | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10679000 | PA      | $10427238.94   | 0.04%             | 2028-01-19      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                         | Fibercop SpA                                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    2780000 | PA      | $2630725.68    | 0.01%             | 2034-09-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MASTR Alternative Loan Trust                                         | MASTR Alternative Loan Trust, Series 2004-7, Class 3A1                                           | CUSIP: 576434TE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8625 | PA      | $8821.14       | 0.00%             | 2034-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                     | Burlington Northern Santa Fe LLC                                                                 | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1873000 | PA      | $1352550.73    | 0.01%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2016-M6, Class A2                                                              | CUSIP: 3136ASVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5362748 | PA      | $5289698.64    | 0.02%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2530, Class SK                                                              | CUSIP: 31393FAM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63526 | PA      | $3497.25       | 0.00%             | 2029-06-15      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                | WR Grace Holdings LLC                                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2767230.00    | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                              | Duke Energy Florida LLC                                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2104394.16    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                 | Republic of Colombia                                                                             | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1491000 | PA      | $1540575.75    | 0.01%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QMAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15719347 | PA      | $13137487.64   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goodgreen                                                            | Goodgreen, Series 2023-1A, Class A                                                               | CUSIP: 38217DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   18800439 | PA      | $18739136.19   | 0.08%             | 2061-01-17      | Fixed         | 5.90%                 | Yes           |                  3 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                            | South Bow USA Infrastructure Holdings LLC                                                        | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8320729.40    | 0.03%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617KJQK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1481205 | PA      | $1451667.32    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                 | American Express Co.                                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   15218000 | PA      | $15636890.36   | 0.06%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                                            | KLA Corp.                                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     761000 | PA      | $525918.01     | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                   | Chord Energy Corp.                                                                               | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2738394.72    | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140W2JT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4062945 | PA      | $3407379.26    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1083000 | PA      | $828442.64     | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                             | TotalEnergies Capital SA                                                                         | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    6340000 | PA      | $5857875.33    | 0.02%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K105, Class D                                                  | CUSIP: 302975BJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63425382 | PA      | $41861443.46   | 0.17%             | 2053-03-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                       | Rite Aid Corp.                                                                                   | CUSIP: 767ESCAC0<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |    3597000 | PA      | $0.04          | 0.00%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HEDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     927144 | PA      | $882189.70     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pepco Holdings LLC                                                   | Pepco Holdings LLC                                                                               | CUSIP: 713291AH5<br>LEI: 0IYTXJPU5BH89F2Z1F31 | Long             | DBT              | CORP              | US        |     971000 | PA      | $1119092.11    | 0.00%             | 2032-08-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140M2PG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11042083 | PA      | $9284136.31    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15813000 | PA      | $14506711.63   | 0.06%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Renew                                                                | Renew, Series 2017-2A, Class A                                                                   | CUSIP: 75973KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    8297425 | PA      | $7616541.63    | 0.03%             | 2053-09-22      | Fixed         | 3.22%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617KJQJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2412684 | PA      | $2370689.18    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                   | ITC Holdings Corp.                                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    9145000 | PA      | $9467397.83    | 0.04%             | 2034-05-09      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $4746682.97    | 0.02%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA I, 30 Year                                                                                  | CUSIP: 36208TZY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3196 | PA      | $3212.15       | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LendingPoint Asset Securitization Trust                              | LendingPoint Asset Securitization Trust, Series 2020-REV1, Class D                               | CUSIP: 52606YAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $1446818.80    | 0.01%             | 2028-10-15      | Fixed         | 10.00%                | Yes           |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QM4X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24792027 | PA      | $20839393.28   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                    | GLS Auto Select Receivables Trust, Series 2023-1A, Class B                                       | CUSIP: 36267FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5825000 | PA      | $5959844.09    | 0.02%             | 2029-03-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                     | Boeing Co. (The)                                                                                 | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2921528.11    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K118, Class X2A                                                | CUSIP: 30316TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  483621117 | PA      | $1860296.99    | 0.01%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities Trust                      | Multi-Family Connecticut Avenue Securities Trust, Series 2025-01, Class M1                       | CUSIP: 62549CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13996979 | PA      | $14069221.66   | 0.06%             | 2055-05-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2003-22, Class Z                                                             | CUSIP: 31393APN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118621 | PA      | $123617.28     | 0.00%             | 2033-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LGDE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11163564 | PA      | $10414915.75   | 0.04%             | 2032-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2012-H11, Class FA                                                                  | CUSIP: 38375BSK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     602050 | PA      | $604622.89     | 0.00%             | 2062-02-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Entergy Corp.                                                        | Entergy Corp.                                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   11370000 | PA      | $11841326.07   | 0.05%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of the Bahamas                                          | Commonwealth of the Bahamas                                                                      | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    4943000 | PA      | $5103647.50    | 0.02%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2010-157, Class OP                                                                  | CUSIP: 38377NF41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     121418 | PA      | $104369.87     | 0.00%             | 2040-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co.                                                 | Consumers Energy Co.                                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     486000 | PA      | $403451.20     | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KN7D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20826319 | PA      | $18846954.15   | 0.08%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                  | Constellation Energy Generation LLC                                                              | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     195000 | PA      | $209156.41     | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                      | 1261229 BC Ltd., 1st Lien Term Loan                                                              | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    2355000 | PA      | $2320334.40    | 0.01%             | 2030-10-08      | Variable      | 10.57%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                     | CSC Holdings LLC, 1st Lien Term Loan                                                             | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   12844622 | PA      | $12794399.69   | 0.05%             | 2028-01-18      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                          | Crescent Energy Finance LLC                                                                      | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    6039000 | PA      | $6284056.58    | 0.03%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Jonah Energy Abs I LLC                                               | Jonah Energy ABS LLC, Series 2022-1, Class A1                                                    | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |   10060925 | PA      | $10126914.60   | 0.04%             | 2037-12-10      | Fixed         | 7.20%                 | Yes           |                  3 | On Loan: No      |
| Frontier Communications Holdings LLC                                 | Frontier Communications Holdings LLC                                                             | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3518995.04    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2005-65, Class KO                                                            | CUSIP: 31394EYR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22634 | PA      | $20715.60      | 0.00%             | 2035-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SBALR Commercial Mortgage Trust                                      | SBALR Commercial Mortgage Trust, Series 2020-RR1, Class XA                                       | CUSIP: 78397EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56873278 | PA      | $2329631.85    | 0.01%             | 2053-02-13      | Variable      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140HYAC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14714549 | PA      | $12750613.30   | 0.05%             | 2032-05-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                  | Societe Generale SA                                                                              | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   13063000 | PA      | $13489515.44   | 0.06%             | 2035-01-19      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2001-36, Class ST                                                            | CUSIP: 313920LZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34571 | PA      | $2933.93       | 0.00%             | 2030-11-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                                       | NNN REIT, Inc.                                                                                   | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     921000 | PA      | $915041.94     | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FX3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14153346 | PA      | $13183428.10   | 0.05%             | 2064-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                     | Gray Media, Inc.                                                                                 | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1921116.02    | 0.01%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 31427M2S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26452946 | PA      | $25610647.56   | 0.11%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3128FVU66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1110 | PA      | $1168.30       | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140MSPN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41146213 | PA      | $40768414.64   | 0.17%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     752000 | PA      | $745118.80     | 0.00%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                            | Standard Industries, Inc.                                                                        | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3064000 | PA      | $2780671.00    | 0.01%             | 2031-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2012-H18, Class FA                                                                  | CUSIP: 38375BUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      56303 | PA      | $56321.65      | 0.00%             | 2062-08-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7190000 | PA      | $7483900.67    | 0.03%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2022, Class PE                                                              | CUSIP: 3133TCLJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1877 | PA      | $1894.89       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                          | Prologis LP                                                                                      | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2427000 | PA      | $2159564.57    | 0.01%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                          | Block, Inc.                                                                                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     776000 | PA      | $793228.27     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132WGS32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     822273 | PA      | $783815.90     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ReadyCap Holdings LLC                                                | ReadyCap Holdings LLC, Series QIB                                                                | CUSIP: 755763AC3<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23901770.25   | 0.10%             | 2026-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                              | MPLX LP                                                                                          | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     314000 | PA      | $273250.76     | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33735 | PA      | $35023.56      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ICAP Trust                                                           | ICAP Trust, Series 2025-RTL1, Class A1                                                           | CUSIP: 45115QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $20189142.00   | 0.08%             | 2030-07-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                          | Citibank NA                                                                                      | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4192520.48    | 0.02%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services, Inc.                                         | Genesys Cloud Services, Inc., 1st Lien Term Loan                                                 | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    9930167 | PA      | $9930167.22    | 0.04%             | 2032-01-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418ATV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1435036 | PA      | $1344979.10    | 0.01%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                                       | NiSource, Inc.                                                                                   | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4178378.28    | 0.02%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                        | SM Energy Co.                                                                                    | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    4864000 | PA      | $4855229.24    | 0.02%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                   | Union Electric Co.                                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1262000 | PA      | $953809.62     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates Trust                          | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1                             | CUSIP: 126673BC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      87297 | PA      | $86609.65      | 0.00%             | 2034-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                              | KeyCorp                                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    7090000 | PA      | $7021348.31    | 0.03%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-1515, Class A2                | CUSIP: 3137FTZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34946810 | PA      | $28093338.67   | 0.12%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K739, Class X2B                                                | CUSIP: 30289SAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   99553170 | PA      | $167637.58     | 0.00%             | 2053-11-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| CARS-DB4 LP                                                          | CARS-DB4 LP, Series 2020-1A, Class A6                                                            | CUSIP: 12510HAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4514014 | PA      | $4258778.86    | 0.02%             | 2050-02-15      | Fixed         | 3.81%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    9538000 | PA      | $7154746.04    | 0.03%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                                  | Nexstar Media, Inc.                                                                              | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1343829.98    | 0.01%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                     | ABN AMRO Bank NV                                                                                 | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5012140.60    | 0.02%             | 2026-10-13      | Variable      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Ameren Illinois Co.                                                  | Ameren Illinois Co.                                                                              | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    6416000 | PA      | $6526106.26    | 0.03%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13198000 | PA      | $12190234.90   | 0.05%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                       | BNP Paribas SA                                                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     442000 | PA      | $436838.27     | 0.00%             | 2027-01-13      | Variable      | 1.32%                 | Yes           |                  2 | On Loan: No      |
| CARS-DB4 LP                                                          | CARS-DB4 LP, Series 2020-1A, Class B2                                                            | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8697873 | PA      | $8438886.00    | 0.03%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                       | Carnival Corp.                                                                                   | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   13036000 | PA      | $13386720.54   | 0.06%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2006-27, Class OB                                                            | CUSIP: 31395BZK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     387689 | PA      | $322670.36     | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140H6ZU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2332034 | PA      | $2218956.98    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                   | HERO Funding Trust, Series 2017-2A, Class A2                                                     | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1581928 | PA      | $1511151.51    | 0.01%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  3 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132WD3F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2814296 | PA      | $2607772.51    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Esab Corp.                                                           | Esab Corp.                                                                                       | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2400879.69    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XH2W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41370733 | PA      | $40002246.00   | 0.17%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC                                                                                            | CUSIP: 3128QSB62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10575 | PA      | $10892.96      | 0.00%             | 2036-03-01      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   36110000 | PA      | $35275082.64   | 0.15%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XQYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17932235 | PA      | $15744425.92   | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                              | Uber Technologies, Inc.                                                                          | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1352076.62    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7466000 | PA      | $7389147.16    | 0.03%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| GAM Re-REMIC Trust                                                   | GAM Re-REMIC Trust, Series 2022-FRR3, Class CK89                                                 | CUSIP: 36459DCS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8540000 | PA      | $6672582.11    | 0.03%             | 2052-01-27      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202FQR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9170 | PA      | $9477.40       | 0.00%             | 2038-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                  | Exeter Automobile Receivables Trust, Series 2023-5A, Class D                                     | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20049000 | PA      | $20892561.68   | 0.09%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                               | CVS Pass-Through Trust                                                                           | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     234829 | PA      | $238053.56     | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                        | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   15150000 | PA      | $15261564.60   | 0.06%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                            | Baker Hughes Holdings LLC                                                                        | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1864000 | PA      | $1450832.77    | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2004-72, Class F                                                             | CUSIP: 31394AB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      18099 | PA      | $18069.97      | 0.00%             | 2034-09-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140HU4K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10266436 | PA      | $9979335.29    | 0.04%             | 2027-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                               | Santander Drive Auto Receivables Trust, Series 2022-5, Class D                                   | CUSIP: 80287HAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35600000 | PA      | $35949456.72   | 0.15%             | 2030-12-16      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CFIN 2022-RTL1 Issuer LLC                                            | CFIN 2022-RTL1 Issuer LLC, Class A                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    5930063 | PA      | $5930062.71    | 0.02%             | 2027-08-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Topgolf Callaway Brands Corp.                                        | Topgolf Callaway Brands Corp., 1st Lien Term Loan                                                | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    3221033 | PA      | $3164664.67    | 0.01%             | 2030-03-18      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co. (The)                                | Connecticut Light and Power Co. (The)                                                            | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    1637000 | PA      | $1289717.11    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138X8ZE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     657479 | PA      | $648783.12     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   78669870 | PA      | $71310487.15   | 0.30%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31371HQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4044 | PA      | $4189.36       | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                              | Pfizer Investment Enterprises Pte. Ltd.                                                          | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    5170000 | PA      | $4816049.19    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| New Evhc Physical Equity                                             | New Evhc Physical Equity                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       3921 | NS      | $67245.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer, Inc.                                              | BCPE Pequod Buyer, Inc., 1st Lien Term Loan                                                      | CUSIP: 05624AAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8069775 | PA      | $8076957.10    | 0.03%             | 2031-11-25      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                               | Cascade MH Asset Trust, Series 2022-MH1, Class M                                                 | CUSIP: 14732KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13573928 | PA      | $11008455.99   | 0.05%             | 2054-08-25      | Variable      | 4.25%                 | Yes           |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140ECJ75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     505299 | PA      | $467210.32     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 5354                                                                        | CUSIP: 3137HAT71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3936042 | PA      | $3008726.41    | 0.01%             | 2053-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                            | Florida Power & Light Co.                                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     646000 | PA      | $511945.91     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                       | Baltimore Gas and Electric Co.                                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1089557.50    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                   | MIWD Holdco II LLC, 1st Lien Term Loan                                                           | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    3267000 | PA      | $3279773.97    | 0.01%             | 2031-03-28      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8019000 | PA      | $7979065.38    | 0.03%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                       | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class AK99                                     | CUSIP: 12529YCG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11736304 | PA      | $9384266.52    | 0.04%             | 2029-09-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                    | FirstEnergy Corp., Series B                                                                      | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    7920000 | PA      | $7862181.70    | 0.03%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                            | Consolidated Edison Co. of New York, Inc.                                                        | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     785000 | PA      | $633147.32     | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                              | Raizen Fuels Finance SA                                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    6228000 | PA      | $5688655.20    | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2021-R1, Class A1                                              | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33373818 | PA      | $29824849.47   | 0.12%             | 2060-11-30      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LEGP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9309795 | PA      | $8982277.22    | 0.04%             | 2028-07-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2845, Class QH                                                              | CUSIP: 31395EDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60290 | PA      | $61743.18      | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                            | MGM Resorts International                                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3106005.63    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                      | Madison IAQ LLC                                                                                  | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    1866000 | PA      | $1814072.39    | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-KSG1, Class X2A                                                | CUSIP: 30316JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  224974129 | PA      | $847432.55     | 0.00%             | 2030-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| EIDP, Inc.                                                           | EIDP, Inc.                                                                                       | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3681313.13    | 0.02%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LGBW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23025094 | PA      | $21388409.53   | 0.09%             | 2032-05-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133BPBS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12574849 | PA      | $12124625.76   | 0.05%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                   | Essex Portfolio LP                                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $2792934.84    | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC, 1st Lien Term Loan B-4                                     | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   13420625 | PA      | $13405593.90   | 0.06%             | 2030-12-09      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                            | Republic of Cote d'Ivoire                                                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    1468000 | PA      | $1458384.60    | 0.01%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202CWS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3501 | PA      | $3541.55       | 0.00%             | 2027-07-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Grene Energy Senio                                                   | Grene Energy Senio                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    1390726 | PA      | $1138587.29    | 0.00%             | 2061-01-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Arab Republic of Egypt                                               | Arab Republic of Egypt                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    6100000 | PA      | $6209800.00    | 0.03%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132GMH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     710512 | PA      | $703733.57     | 0.00%             | 2042-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3661983.34    | 0.02%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                            | Northern States Power Co.                                                                        | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2602000 | PA      | $2185629.96    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCE SA                                                                                          | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10690000 | PA      | $11346965.82   | 0.05%             | 2029-10-19      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     297000 | PA      | $285444.83     | 0.00%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                        | Bridgecrest Lending Auto Securitization Trust, Series 2024-2, Class E                            | CUSIP: 10805MAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13900000 | PA      | $14680593.42   | 0.06%             | 2031-01-15      | Fixed         | 8.21%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3653, Class HJ                                                              | CUSIP: 31398VXZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35923 | PA      | $36381.71      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                         | Avolon Holdings Funding Ltd.                                                                     | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   11663000 | PA      | $12069568.56   | 0.05%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, STRIPS, Series 323, Class 300                                                             | CUSIP: 3132HTZ66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1365035 | PA      | $1233552.55    | 0.01%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                            | O'Reilly Automotive, Inc.                                                                        | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     180000 | PA      | $178310.95     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                           | AT&T, Inc.                                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   28665000 | PA      | $19060773.98   | 0.08%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXXC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30440546 | PA      | $24193556.14   | 0.10%             | 2062-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K84, Class D                                                   | CUSIP: 30297RAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   63509473 | PA      | $48362158.84   | 0.20%             | 2028-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617WUGR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3250622 | PA      | $2986432.67    | 0.01%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2017-M5, Class A2                                                              | CUSIP: 3136AWWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15708303 | PA      | $15246971.88   | 0.06%             | 2029-04-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                | Entergy Louisiana LLC                                                                            | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1075513.84    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XGV89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   60920515 | PA      | $53250187.01   | 0.22%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities LLC                                          | Business Jet Securities LLC, Series 2024-2A, Class C                                             | CUSIP: 12326TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11976510 | PA      | $12004920.36   | 0.05%             | 2039-09-15      | Fixed         | 7.97%                 | Yes           |                  3 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                          | INEOS Quattro Finance 2 plc                                                                      | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    1181000 | PA      | $1183742.46    | 0.00%             | 2029-03-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31390MLR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6728 | PA      | $6719.69       | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6330000 | PA      | $6870224.99    | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2006-33, Class PK                                                                   | CUSIP: 38374DFX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      74105 | PA      | $75491.02      | 0.00%             | 2036-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2015-H32, Class FH                                                                  | CUSIP: 38376RMJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     173809 | PA      | $174147.55     | 0.00%             | 2065-12-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                        | Workday, Inc.                                                                                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    5484000 | PA      | $5398926.98    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                           | AMSR Trust, Series 2023-SFR2G, Class G1                                                          | CUSIP: 031928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15078000 | PA      | $12747212.60   | 0.05%             | 2028-08-19      | Fixed         | 4.50%                 | No            |                  3 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust                  | First Horizon Alternative Mortgage Securities Trust, Series 2004-AA3, Class A1                   | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24801 | PA      | $25345.64      | 0.00%             | 2034-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ACC Trust                                                            | ACC Trust, Series 2021-1, Class D                                                                | CUSIP: 00091KAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3113193 | PA      | $988911.55     | 0.00%             | 2027-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                           | US Bancorp                                                                                       | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2834480.35    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617GNHJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6049700 | PA      | $5871130.48    | 0.02%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1064000 | PA      | $814192.93     | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                               | Standard Chartered plc                                                                           | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2520000 | PA      | $2491272.00    | 0.01%             | 2027-01-14      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140FKJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1382666 | PA      | $1279870.27    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-K98, Class B                                                   | CUSIP: 30312DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10678192 | PA      | $10200492.40   | 0.04%             | 2052-10-25      | Variable      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| NuStar Logistics LP                                                  | NuStar Logistics LP                                                                              | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    3651000 | PA      | $3670518.25    | 0.02%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FX3W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19198897 | PA      | $18462245.45   | 0.08%             | 2064-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Series 2023-MN7, Class M2                                                                 | CUSIP: 35563QAB3<br>LEI: 529900NYZHC090WEXH18 | Long             | ABS-MBS          | USGSE             | US        |   11110000 | PA      | $11586971.19   | 0.05%             | 2043-09-25      | Floating      | 10.05%                | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18009000 | PA      | $16171782.69   | 0.07%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K145, Class A2                  | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18118950 | PA      | $16354396.19   | 0.07%             | 2032-05-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                     | ABN AMRO Bank NV                                                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $4481800.50    | 0.02%             | 2037-03-13      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                              | Republic Services, Inc.                                                                          | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1952000 | PA      | $1680472.95    | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  101186000 | PA      | $78960652.95   | 0.33%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138WJHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3603424 | PA      | $3546838.80    | 0.01%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4918000 | PA      | $4265756.74    | 0.02%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138XD3X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1502751 | PA      | $1482863.39    | 0.01%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                | Matador Resources Co.                                                                            | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    2347000 | PA      | $2364349.61    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36193UAE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     775413 | PA      | $726513.17     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132QUUJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1526351 | PA      | $1418423.71    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3542, Class TN                                                              | CUSIP: 31398EDW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8255 | PA      | $8558.30       | 0.00%             | 2036-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                 | LHOME Mortgage Trust, Series 2023-RTL2, Class A1                                                 | CUSIP: 50205BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13275721 | PA      | $13282376.09   | 0.06%             | 2028-06-25      | Variable      | 8.00%                 | Yes           |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 19K-1511, Class C                                                   | CUSIP: 30309KAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30000000 | PA      | $14583027.00   | 0.06%             | 2034-04-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA                                                                                             | CUSIP: 31410GL76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13598 | PA      | $13963.28      | 0.00%             | 2037-04-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Apple, Inc.                                                          | Apple, Inc.                                                                                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   11155000 | PA      | $6890221.74    | 0.03%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXXB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16653435 | PA      | $13235907.50   | 0.05%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   12124000 | PA      | $10555792.36   | 0.04%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                             | Lloyds Banking Group plc                                                                         | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1205000 | PA      | $1248913.01    | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                             | Lumen Technologies, Inc., 1st Lien Term Loan B-1                                                 | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    1476238 | PA      | $1466405.91    | 0.01%             | 2029-04-16      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                                          | Huntington Bancshares, Inc.                                                                      | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4207000 | PA      | $4347286.92    | 0.02%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                | Foundry JV Holdco LLC                                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4901291.61    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage-Backed Securities Trust                         | Wells Fargo Mortgage-Backed Securities Trust, Series 2004-U, Class A1                            | CUSIP: 949803AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48455 | PA      | $47907.51      | 0.00%             | 2034-10-25      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                        | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     920000 | PA      | $977418.45     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                               | Standard Chartered plc                                                                           | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    9918000 | PA      | $10358931.47   | 0.04%             | 2035-05-14      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.                     | American Builders & Contractors Supply Co., Inc.                                                 | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $3798708.61    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                               | Standard Chartered plc                                                                           | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1420244.00    | 0.01%             | 2027-07-06      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141111000 | PA      | $104819014.69  | 0.43%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust                                               | Oportun Issuance Trust, Series 2021-B, Class B                                                   | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1848844 | PA      | $1810694.49    | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                | Sumitomo Mitsui Financial Group, Inc.                                                            | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $5231820.55    | 0.02%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                           | VMware LLC                                                                                       | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3039000 | PA      | $3058378.55    | 0.01%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                            | Williams Cos., Inc. (The)                                                                        | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3410000 | PA      | $3470475.50    | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133BS6E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15872716 | PA      | $15813702.22   | 0.07%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1927887.01    | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                          | Aker BP ASA                                                                                      | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2560000 | PA      | $2285648.18    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140JBH66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   61850928 | PA      | $51629088.47   | 0.21%             | 2033-01-01      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                      | Permian Resources Operating LLC                                                                  | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    5945000 | PA      | $5946284.12    | 0.02%             | 2029-07-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Seasoned Credit Risk Transfer Trust, Series 2018-4, Class HZ                               | CUSIP: 35563PHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12762995 | PA      | $8622879.94    | 0.04%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418B3B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4818221 | PA      | $4581194.64    | 0.02%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Renew                                                                | Renew                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |  133729160 | PA      | $4747187.26    | 0.02%             | 2049-12-20      | Fixed         | 12.50%                | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31416B3M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25967 | PA      | $27351.65      | 0.00%             | 2038-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                            | Baker Hughes Holdings LLC                                                                        | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     877000 | PA      | $843979.58     | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5433000 | PA      | $5510612.47    | 0.02%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP                                              | RHP Hotel Properties LP                                                                          | CUSIP: 749571AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     971000 | PA      | $999394.95     | 0.00%             | 2028-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                  | Expand Energy Corp.                                                                              | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   34614000 | PA      | $33690969.23   | 0.14%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                               | Merrill Lynch Mortgage Investors Trust, Series 2004-C, Class A2                                  | CUSIP: 59020UDP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16608 | PA      | $16429.91      | 0.00%             | 2029-07-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                           | PG&E Corp.                                                                                       | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   20535000 | PA      | $20378613.65   | 0.08%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                  | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A1                                  | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   12965000 | PA      | $13055617.57   | 0.05%             | 2039-03-25      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                             | Boost Newco Borrower LLC, 1st Lien Term Loan B-2                                                 | CUSIP: 92943EAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    6031555 | PA      | $6033062.54    | 0.03%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Co.                                        | Perrigo Finance Unlimited Co., Series USD                                                        | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    3168000 | PA      | $3187758.82    | 0.01%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                          | Federal Republic of Nigeria                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    4150000 | PA      | $4156474.00    | 0.02%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70567200 | PA      | $69913902.27   | 0.29%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                                      | Southwestern Electric Power Co.                                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    2214000 | PA      | $2249191.13    | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2586                                                                        | CUSIP: 31393MS28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97723 | PA      | $7861.79       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                 | Glencore Funding LLC                                                                             | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $3845231.34    | 0.02%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LFES9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11374421 | PA      | $10095128.69   | 0.04%             | 2032-01-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                   | Aqua Finance Trust, Series 2019-A, Class D                                                       | CUSIP: 038370AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2272324 | PA      | $2269134.54    | 0.01%             | 2040-07-16      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series Q014, Class X                   | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20534611 | PA      | $2979426.22    | 0.01%             | 2055-10-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                  | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2714000 | PA      | $2778682.76    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                            | PG&E Recovery Funding LLC, Series A-2                                                            | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3830000 | PA      | $3818044.54    | 0.02%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                      | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3893000 | PA      | $4032734.99    | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2022-SFR2, Class F1                                                 | CUSIP: 33767PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32750000 | PA      | $31663590.80   | 0.13%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple     | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    5614196 | PA      | $5769877.52    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FS Luxembourg Sarl                                                   | FS Luxembourg Sarl                                                                               | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    3420000 | PA      | $3489015.60    | 0.01%             | 2033-06-25      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                        | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    6244000 | PA      | $6227139.95    | 0.03%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fibercop SpA                                                         | Fibercop SpA, Series 2033                                                                        | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     881000 | PA      | $864878.55     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LHLB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9784921.00    | 0.04%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                        | SM Energy Co.                                                                                    | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1456398.19    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp.                       | Texas Natural Gas Securitization Finance Corp., Customer Rate Relief Bonds, Series 2023A-2       | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     855000 | PA      | $872782.46     | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| HCFT                                                                 | HCFT                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   26750000 | PA      | $26482500.00   | 0.11%             | 2026-01-13      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XCHN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17277994 | PA      | $14574890.62   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KDC/ONE Development Corp., Inc.                                      | KDC/ONE Development Corp., Inc., 1st Lien Term Loan                                              | CUSIP: C4879HAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3507397 | PA      | $3509606.69    | 0.01%             | 2028-08-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco, Inc.                                | Miter Brands Acquisition Holdco, Inc.                                                            | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3891507.83    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1598272.07    | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                       | Baltimore Gas and Electric Co.                                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1432000 | PA      | $959197.18     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                                          | Diamond Resorts Owner Trust, Series 2021-1A, Class D                                             | CUSIP: 25273CAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1810560 | PA      | $1807770.84    | 0.01%             | 2033-11-21      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| VOLT XCVII LLC                                                       | VOLT XCVII LLC, Series 2021-NPL6, Class A1                                                       | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1146669 | PA      | $1146303.33    | 0.00%             | 2051-04-25      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                         | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $4408650.14    | 0.02%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Stagwell Global LLC                                                  | Stagwell Global LLC                                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5459146.41    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp.                                                        | Novelis Corp.                                                                                    | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     908000 | PA      | $917326.97     | 0.00%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140F5MS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2305637 | PA      | $2186507.47    | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                  | Station Casinos LLC, 1st Lien Term Loan B                                                        | CUSIP: 85769EBB6<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |    1175000 | PA      | $1173719.25    | 0.00%             | 2031-03-14      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| HPA                                                                  | HPA                                                                                              | CUSIP: N/A<br>LEI: 254900GWIIN37QSW7Z86       | Long             | ABS-MBS          | CORP              | US        |    5645647 | PA      | $5591448.87    | 0.02%             | 2026-04-15      | Fixed         | 3.95%                 | No            |                  3 | On Loan: No      |
| American Credit Acceptance Receivables Trust                         | American Credit Acceptance Receivables Trust, Series 2023-4, Class C                             | CUSIP: 02530CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11448000 | PA      | $11583592.40   | 0.05%             | 2030-09-12      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                 | Charter Communications Operating LLC                                                             | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5772000 | PA      | $4097493.39    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132XFJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19414894 | PA      | $18841153.98   | 0.08%             | 2034-10-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                         | Royal Caribbean Cruises Ltd.                                                                     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    6965000 | PA      | $7188437.20    | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy, Inc.                                                 | Coterra Energy, Inc.                                                                             | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   10510000 | PA      | $10466003.46   | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                            | O'Reilly Automotive, Inc.                                                                        | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1212000 | PA      | $1053735.04    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $2778498.13    | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2006-27, Class OH                                                            | CUSIP: 31395BZL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9699 | PA      | $8523.66       | 0.00%             | 2036-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                        | Enel Finance International NV                                                                    | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    6590000 | PA      | $6754571.61    | 0.03%             | 2029-06-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140HU2Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15434841 | PA      | $14745229.75   | 0.06%             | 2029-08-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                                    | Star Parent, Inc., 1st Lien Term Loan                                                            | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    4550938 | PA      | $4522494.14    | 0.02%             | 2030-09-27      | Variable      | 8.30%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya                                                    | Republic of Kenya                                                                                | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    7034000 | PA      | $6952686.96    | 0.03%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Pfizer, Inc.                                                         | Pfizer, Inc.                                                                                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2874000 | PA      | $2507701.97    | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   17040000 | PA      | $16928932.26   | 0.07%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2022-SFR1, Class F2                                                 | CUSIP: 33768NAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11500000 | PA      | $10124727.65   | 0.04%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| GNMA                                                                 | GNMA I, 30 Year                                                                                  | CUSIP: 36194GQD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1842876 | PA      | $1743426.16    | 0.01%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                             | Lloyds Banking Group plc                                                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1110000 | PA      | $1125855.67    | 0.00%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                    | HSBC Holdings plc                                                                                | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1333000 | PA      | $1332918.26    | 0.01%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                              | Quikrete Holdings, Inc., 1st Lien Term Loan B-2                                                  | CUSIP: 74839XAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5121934 | PA      | $5121933.84    | 0.02%             | 2029-03-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8412000 | PA      | $6062900.46    | 0.03%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                             | Mid-Atlantic Interstate Transmission LLC                                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7631000 | PA      | $7607958.50    | 0.03%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2004-86, Class SP                                                                   | CUSIP: 38374JXM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      42333 | PA      | $492.44        | 0.00%             | 2034-09-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   23450000 | PA      | $24108761.15   | 0.10%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp.                                                       | Wachovia Corp.                                                                                   | CUSIP: 337358BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $513892.01     | 0.00%             | 2026-08-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp. Mortgage Pass-Through Certificates | Structured Asset Securities Corp. Mortgage Pass-Through Certificates, Series 2003-37A, Class 1A  | CUSIP: 86359BBR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     343052 | PA      | $341382.91     | 0.00%             | 2033-12-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617HU2S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2254069 | PA      | $2286184.95    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCE SA                                                                                          | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6380000 | PA      | $6528445.31    | 0.03%             | 2027-10-19      | Variable      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                            | Florida Power & Light Co.                                                                        | CUSIP: 341081EU7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     583000 | PA      | $601896.63     | 0.00%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XKR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8112497 | PA      | $7600480.53    | 0.03%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                   | British Airways Pass-Through Trust, Series 2018-1, Class AA                                      | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     398009 | PA      | $388705.76     | 0.00%             | 2031-09-20      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                  | Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3                                    | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    1372000 | PA      | $1514421.01    | 0.01%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                            | Towd Point Mortgage Trust, Series 2021-R1, Class A2C                                             | CUSIP: 89179TAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29122341 | PA      | $24577537.59   | 0.10%             | 2060-11-30      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                             | EquipmentShare.com, Inc.                                                                         | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4739279.60    | 0.02%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                        | Citigroup Mortgage Loan Trust, Series 2004-HYB4, Class AA                                        | CUSIP: 17307GMC9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      14422 | PA      | $13695.32      | 0.00%             | 2034-12-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132FCFU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4379809 | PA      | $4174489.41    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4730000 | PA      | $4656400.63    | 0.02%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                     | Cooper-Standard Automotive, Inc.                                                                 | CUSIP: 216762AJ3<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    4777150 | PA      | $4394978.00    | 0.02%             | 2027-05-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   27120000 | PA      | $26949699.69   | 0.11%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2003-25, Class KP                                                            | CUSIP: 31393APU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     417929 | PA      | $417366.19     | 0.00%             | 2033-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3608737 | PA      | $3384560.42    | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 20 Year                                                                        | CUSIP: 3128CUUQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49275 | PA      | $50395.16      | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LLAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16877857 | PA      | $16741872.49   | 0.07%             | 2033-07-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Trust                                      | CoreVest American Finance Trust, Series 2020-2, Class B                                          | CUSIP: 21872VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8100865 | PA      | $8041843.72    | 0.03%             | 2052-05-15      | Variable      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                        | WaMu Mortgage Pass-Through Certificates Trust, Series 2004-S2, Class 2A4                         | CUSIP: 92922FQK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      99160 | PA      | $100214.67     | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                  | Newell Brands, Inc.                                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    4524000 | PA      | $4545986.64    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                | Dominion Energy, Inc.                                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    8893000 | PA      | $8979417.82    | 0.04%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co.                                  | Public Service Electric and Gas Co.                                                              | CUSIP: 74456QAU0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     404000 | PA      | $411156.51     | 0.00%             | 2039-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HEJW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1304285 | PA      | $1307709.50    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                           | Builders FirstSource, Inc.                                                                       | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    9368000 | PA      | $8805168.69    | 0.04%             | 2032-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Senegal                                                  | Republic of Senegal                                                                              | CUSIP: N/A<br>LEI: 549300NP14ZLQGWIUZ97       | Long             | DBT              | NUSS              | SN        |    3200000 | PA      | $2374016.00    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                       | BNP Paribas SA                                                                                   | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4215000 | PA      | $4352143.41    | 0.02%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138MGYD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     216309 | PA      | $212298.26     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos. LLC                                              | Anheuser-Busch Cos. LLC                                                                          | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7757000 | PA      | $7570445.70    | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2023-K752, Class X2A                                                | CUSIP: 30333RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  436235476 | PA      | $1616339.69    | 0.01%             | 2060-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 21K-1519, Class C                                                   | CUSIP: 30320AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52000000 | PA      | $23099039.60   | 0.10%             | 2035-12-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418BYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2064662 | PA      | $1963110.81    | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing LLC                                            | SCF Equipment Leasing LLC, Series 2022-2A, Class F1                                              | CUSIP: 78397WAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4984966.00    | 0.02%             | 2035-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II                                                                                          | CUSIP: 3617YGAX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31114585 | PA      | $32614087.44   | 0.14%             | 2072-03-20      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                         | Cadence Design Systems, Inc.                                                                     | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    5562000 | PA      | $5602296.47    | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings, Inc.                                                | WEC US Holdings, Inc., 1st Lien Term Loan                                                        | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   12736972 | PA      | $12734806.57   | 0.05%             | 2031-01-27      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co.                                            | Northern States Power Co.                                                                        | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     168000 | PA      | $184189.29     | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                               | Lendmark Funding Trust, Series 2021-2A, Class D                                                  | CUSIP: 52604DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14200000 | PA      | $13197822.22   | 0.05%             | 2032-04-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                             | Venture Global LNG, Inc.                                                                         | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    6172000 | PA      | $6395444.92    | 0.03%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   21357000 | PA      | $18847424.36   | 0.08%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22812796 | PA      | $21477899.55   | 0.09%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                        | Netflix, Inc.                                                                                    | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    8086000 | PA      | $8471822.68    | 0.04%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                         | Sabine Pass Liquefaction LLC                                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   14148000 | PA      | $14188907.67   | 0.06%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202CZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        466 | PA      | $468.27        | 0.00%             | 2028-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| British Airways Pass-Through Trust                                   | British Airways Pass-Through Trust, Series 2019-1, Class A                                       | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | ABS-O            | CORP              | US        |     678453 | PA      | $653997.01     | 0.00%             | 2029-06-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                  | Bank of New York Mellon Corp. (The)                                                              | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2663769.43    | 0.01%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                              | SS&C Technologies, Inc.                                                                          | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2303684.85    | 0.01%             | 2032-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                             | Marvell Technology, Inc.                                                                         | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7768000 | PA      | $7900061.75    | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                               | Arab Republic of Egypt                                                                           | CUSIP: N/A<br>LEI: 529900GFIVH4086NMH82       | Long             | DBT              | NUSS              | EG        |    3600000 | PA      | $3066768.00    | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts, Inc.                                                   | Vail Resorts, Inc.                                                                               | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4831961.66    | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                          | Cheniere Energy Partners LP                                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    8788000 | PA      | $8468789.43    | 0.04%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                   | Credit Agricole SA                                                                               | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3030000 | PA      | $3044039.90    | 0.01%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2312161 | PA      | $2167070.85    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                  | Hilton Domestic Operating Co., Inc.                                                              | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    7996000 | PA      | $8160181.87    | 0.03%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EnerSys                                                              | EnerSys                                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2060050.00    | 0.01%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Peru LNG Srl                                                         | Peru LNG Srl                                                                                     | CUSIP: 715604AA2<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    2416860 | PA      | $2297829.65    | 0.01%             | 2030-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Seasoned Loans Structured Transaction Trust                          | Seasoned Loans Structured Transaction Trust, Series 2024-2, Class VF                             | CUSIP: 35564CSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33600064 | PA      | $34196488.34   | 0.14%             | 2034-10-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                         | American Credit Acceptance Receivables Trust, Series 2022-2, Class E                             | CUSIP: 02530BAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11200000 | PA      | $11220965.28   | 0.05%             | 2028-06-13      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp.                                                | JetBlue Airways Corp.                                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3925091.70    | 0.02%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31283GZL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3438 | PA      | $3491.94       | 0.00%             | 2027-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2016-H17, Class FC                                                                  | CUSIP: 38376RXT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1550610 | PA      | $1555157.29    | 0.01%             | 2066-08-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                       | Broadcom, Inc.                                                                                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   31220000 | PA      | $26415601.97   | 0.11%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                   | Banco Bilbao Vizcaya Argentaria SA                                                               | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    4000000 | PA      | $3993935.16    | 0.02%             | 2025-09-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                     | Burlington Northern Santa Fe LLC                                                                 | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12708000 | PA      | $11856515.58   | 0.05%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                    | Hillenbrand, Inc.                                                                                | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    4565000 | PA      | $4197187.91    | 0.02%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                            | UDR, Inc.                                                                                        | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     491000 | PA      | $397911.77     | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II                                                                                          | CUSIP: 3617JMJW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19386510 | PA      | $20331251.68   | 0.08%             | 2072-04-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K115, Class X2A                                                | CUSIP: 302673AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  500201618 | PA      | $1896514.43    | 0.01%             | 2053-09-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                  | Expand Energy Corp.                                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    2938000 | PA      | $2967635.61    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                         | Exelon Corp.                                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     120000 | PA      | $116971.36     | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   17050000 | PA      | $18072723.79   | 0.07%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140MJ5W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31843734 | PA      | $26547000.44   | 0.11%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LLC33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14561171 | PA      | $14624298.19   | 0.06%             | 2033-07-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Phoenix Newco, Inc.                                                  | Phoenix Newco, Inc., 1st Lien Term Loan                                                          | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    8198854 | PA      | $8203116.91    | 0.03%             | 2028-11-15      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                         | CaixaBank SA                                                                                     | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    3445000 | PA      | $3521793.94    | 0.01%             | 2027-09-13      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Stream Innovations Issuer Trust                                      | Stream Innovations Issuer Trust, Series 2025-1A, Class D                                         | CUSIP: 86324XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2698141 | PA      | $2770831.34    | 0.01%             | 2045-09-15      | Fixed         | 8.40%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16707000 | PA      | $16669854.16   | 0.07%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2008-62, Class SM                                                            | CUSIP: 31397LX61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     290941 | PA      | $18417.72      | 0.00%             | 2038-07-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                         | KBC Group NV                                                                                     | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    7455000 | PA      | $7588272.14    | 0.03%             | 2030-10-16      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                       | BNP Paribas SA                                                                                   | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3800000 | PA      | $3990866.40    | 0.02%             | 2029-08-16      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co.                                           | Arizona Public Service Co.                                                                       | CUSIP: 040555CP7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     146000 | PA      | $123743.27     | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, Single Family, 30 Year                                                                  | CUSIP: 21H052694<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45000000 | PA      | $45330320.70   | 0.19%             | 2055-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                  | Petroleos Mexicanos                                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    3007000 | PA      | $2946378.88    | 0.01%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                         | Ecopetrol SA                                                                                     | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    2100000 | PA      | $2275140.00    | 0.01%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3128M8FM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     521915 | PA      | $539711.29     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                              | MPLX LP                                                                                          | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1003884.64    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                    | HSBC Holdings plc                                                                                | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1250000 | PA      | $1454199.63    | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                             | PNC Financial Services Group, Inc. (The)                                                         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $6916372.02    | 0.03%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                               | Sequoia Mortgage Trust, Series 2004-8, Class A2                                                  | CUSIP: 81744FDK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107212 | PA      | $99653.70      | 0.00%             | 2034-09-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418B5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1739713 | PA      | $1606819.53    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                             | NGL Energy Operating LLC                                                                         | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1973810.30    | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XKAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7995727 | PA      | $6731844.90    | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                     | BP Capital Markets America, Inc.                                                                 | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4476000 | PA      | $4490264.52    | 0.02%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust                                                      | NYMT Loan Trust, Series 2024-BPL3, Class A1                                                      | CUSIP: 67119RAA5<br>LEI: 254900Q6RDCV3HGA6340 | Long             | ABS-MBS          | CORP              | US        |   24500000 | PA      | $24483072.95   | 0.10%             | 2039-09-25      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2009-79, Class OK                                                                   | CUSIP: 38376CXX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      54368 | PA      | $45569.66      | 0.00%             | 2037-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 31427PGG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49505254 | PA      | $46402101.78   | 0.19%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                | Scentre Group Trust 1                                                                            | CUSIP: 806213AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     971000 | PA      | $968995.99     | 0.00%             | 2025-10-28      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Cote d'Ivoire                                            | Republic of Cote d'Ivoire                                                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    6350000 | PA      | $6294437.50    | 0.03%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LJJ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47842772 | PA      | $47886815.64   | 0.20%             | 2033-01-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                | Entergy Louisiana LLC                                                                            | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     729000 | PA      | $716362.11     | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2022-SFR3, Class F1                                                 | CUSIP: 33768EAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31898000 | PA      | $30046097.81   | 0.12%             | 2038-07-17      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1107000 | PA      | $1143388.32    | 0.00%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| DaVita, Inc.                                                         | DaVita, Inc.                                                                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    2323000 | PA      | $2236408.78    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                               | Shutterfly Finance LLC                                                                           | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     154640 | PA      | $156186.40     | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HPTN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2172910 | PA      | $2061934.59    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2019-KW10, Class X2A                                                | CUSIP: 30298XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  269209093 | PA      | $814330.59     | 0.00%             | 2032-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| ILFC E-Capital Trust I                                               | ILFC E-Capital Trust I                                                                           | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5178000 | PA      | $4347055.27    | 0.02%             | 2065-12-21      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 20 Year                                                                               | CUSIP: 3140J7TL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3936206 | PA      | $3890778.83    | 0.02%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31335BW28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10774085 | PA      | $10582588.33   | 0.04%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202DAP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        782 | PA      | $804.86        | 0.00%             | 2029-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co., Inc.                                           | Graham Packaging Co., Inc., 1st Lien Term Loan                                                   | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    4736004 | PA      | $4737377.86    | 0.02%             | 2027-08-04      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140FQUE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4529976 | PA      | $4190769.66    | 0.02%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                                           | iHeartCommunications, Inc.                                                                       | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    3765590 | PA      | $2987828.47    | 0.01%             | 2030-08-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K118, Class X2B                                                | CUSIP: 30316TAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   98937000 | PA      | $400487.08     | 0.00%             | 2053-10-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                        | Bridgecrest Lending Auto Securitization Trust, Series 2024-1, Class E                            | CUSIP: 107933AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26250000 | PA      | $27605187.75   | 0.11%             | 2030-10-15      | Fixed         | 8.43%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                  | Iron Mountain, Inc.                                                                              | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2488698.88    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                              | Commonwealth Edison Co.                                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     292000 | PA      | $230363.97     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                                 | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class D736                                               | CUSIP: 05494BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10608000 | PA      | $10002184.55   | 0.04%             | 2052-09-27      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3618AW2Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18422147 | PA      | $18605180.69   | 0.08%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                              | MVW LLC, Series 2023-1A, Class D                                                                 | CUSIP: 62848PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4528988 | PA      | $4676601.26    | 0.02%             | 2040-10-20      | Fixed         | 8.83%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35135 | PA      | $37604.88      | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCO Brands Corp.                                                    | ACCO Brands Corp.                                                                                | CUSIP: 00081TAK4<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | DBT              | CORP              | US        |    6668000 | PA      | $5981266.68    | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Lendmark Funding Trust                                               | Lendmark Funding Trust, Series 2025-1A, Class E                                                  | CUSIP: 52604QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9420000 | PA      | $9885468.58    | 0.04%             | 2034-09-20      | Fixed         | 8.91%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31335AGX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3955609 | PA      | $4018458.70    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA, Inc.                                                          | TEGNA, Inc.                                                                                      | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    3801000 | PA      | $3769498.45    | 0.02%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2003-64, Class SX                                                            | CUSIP: 31393DJU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8112 | PA      | $7983.30       | 0.00%             | 2033-07-25      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                                           | Edgewell Personal Care Co.                                                                       | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    4937000 | PA      | $4912811.17    | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2004-19, Class KE                                                                   | CUSIP: 38374FTH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     734071 | PA      | $731793.31     | 0.00%             | 2034-03-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acrc                                                                 | Acrc                                                                                             | CUSIP: N/A<br>LEI: 549300VGHLH24T0B8529       | Long             | DBT              | CORP              | GB        |   26666667 | PA      | $25927999.99   | 0.11%             | 2026-11-15      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138W4CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1951953 | PA      | $1792875.19    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                                         | Intuit, Inc.                                                                                     | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $7705988.54    | 0.03%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                  | Exeter Automobile Receivables Trust, Series 2021-4A, Class E                                     | CUSIP: 30165JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9500000 | PA      | $9404825.20    | 0.04%             | 2028-01-17      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass-Through Trust                                 | American Airlines Pass-Through Trust, Series 2016-3, Class AA                                    | CUSIP: 023771R91<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     786752 | PA      | $754344.42     | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                           | US Bancorp                                                                                       | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6172577.28    | 0.03%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KL05, Class X1P                 | CUSIP: 3137FNAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  170656918 | PA      | $5217562.22    | 0.02%             | 2029-06-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                         | MH Sub I LLC, 1st Lien Term Loan                                                                 | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    2443673 | PA      | $2107667.74    | 0.01%             | 2031-12-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp.                                                       | Wachovia Corp.                                                                                   | CUSIP: 929771AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1604178.02    | 0.01%             | 2025-10-01      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                             | Boost Newco Borrower LLC                                                                         | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2355282.36    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust                                     | MASTR Asset Securitization Trust, Series 2004-P7, Class A6                                       | CUSIP: 57643MCH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26004 | PA      | $22319.20      | 0.00%             | 2033-12-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Grantor Trust, Whole Loan, Series 2002-T16, Class A2                                       | CUSIP: 31392FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     270323 | PA      | $284243.85     | 0.00%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                      | CoreWeave, Inc.                                                                                  | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1756273.75    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                              | CenterPoint Energy Houston Electric LLC, Series AD                                               | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1942000 | PA      | $1229093.37    | 0.01%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund                        | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares                            | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |     628253 | NS      | $628252.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pine Street Trust III                                                | Pine Street Trust III                                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1589148.38    | 0.01%             | 2054-05-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                        | CommScope LLC                                                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $2098512.00    | 0.01%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ACRE Commercial Mortgage Ltd.                                        | ACRE Commercial Mortgage Ltd., Series 2021-FL4, Class B                                          | CUSIP: 00489TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1126349 | PA      | $1115775.28    | 0.00%             | 2037-12-18      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                              | KeyCorp                                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    4027000 | PA      | $4325903.11    | 0.02%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5138977.95    | 0.02%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202CQX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         80 | PA      | $80.65         | 0.00%             | 2026-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BWX Technologies, Inc.                                               | BWX Technologies, Inc.                                                                           | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1571593.16    | 0.01%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co.                                           | Arizona Public Service Co.                                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     971000 | PA      | $768322.26     | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp.                                                     | Fair Isaac Corp.                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    2346000 | PA      | $2377478.63    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3305, Class IW                                                              | CUSIP: 31397GTK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102348 | PA      | $5402.77       | 0.00%             | 2037-04-15      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KQW36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32900403 | PA      | $32703294.45   | 0.14%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3677, Class PB                                                              | CUSIP: 3137A05F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     517784 | PA      | $521531.15     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2003-130, Class HZ                                                           | CUSIP: 31393UVK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3840751 | PA      | $4036379.19    | 0.02%             | 2034-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp.                                         | American Water Capital Corp.                                                                     | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3478724.18    | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2022-1, Class MTU                              | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25751971 | PA      | $22225387.70   | 0.09%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                              | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153229300 | PA      | $154234867.28  | 0.64%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QEB76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19947748 | PA      | $16922889.05   | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                        | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   19711000 | PA      | $19726592.98   | 0.08%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                                            | Tucson Electric Power Co.                                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     583000 | PA      | $506020.67     | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K109, Class D                                                  | CUSIP: 30314RAS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37171399 | PA      | $24533684.63   | 0.10%             | 2053-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                     | Burlington Northern Santa Fe LLC                                                                 | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1629000 | PA      | $1790176.29    | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                  | Kinder Morgan, Inc.                                                                              | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $2939387.82    | 0.01%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                      | CHL Mortgage Pass-Through Trust, Series 2004-5, Class 2A9                                        | CUSIP: 12669FWD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56278 | PA      | $55308.50      | 0.00%             | 2034-05-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRZ FHT Excess LLC                                                   | NRZ FHT Excess LLC, Series 2020-FHT1, Class A                                                    | CUSIP: 62955MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3406119 | PA      | $3391975.66    | 0.01%             | 2025-11-25      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                               | Tenet Healthcare Corp.                                                                           | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   11278000 | PA      | $11450632.35   | 0.05%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                               | Alternative Loan Trust, Series 2006-26CB, Class A9                                               | CUSIP: 02147WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112535 | PA      | $54268.15      | 0.00%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCE SA                                                                                          | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    8035000 | PA      | $8303007.59    | 0.03%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Rite Aid Corp.                                                       | Rite Aid Corp., Escrow                                                                           | CUSIP: 767ESCAG1<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | USGA              | US        |    1011212 | PA      | $0.01          | 0.00%             | 2025-10-18      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| BAMLL Re-REMIC Trust                                                 | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class CK86                                               | CUSIP: 05494BBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8773000 | PA      | $7193535.40    | 0.03%             | 2051-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Central Parent LLC                                                   | Central Parent LLC, 1st Lien Term Loan                                                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    5270175 | PA      | $4397750.23    | 0.02%             | 2029-07-06      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                       | Community Health Systems, Inc.                                                                   | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     431000 | PA      | $367381.86     | 0.00%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II                                                                                          | CUSIP: 3617YCC51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18332636 | PA      | $19046131.05   | 0.08%             | 2072-03-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust                                               | Alternative Loan Trust, Series 2005-23CB, Class A2                                               | CUSIP: 12667GLC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112111 | PA      | $91103.09      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22241000 | PA      | $23248642.52   | 0.10%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc., Series CC                                                                       | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19925000 | PA      | $20399493.95   | 0.08%             | 2029-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                                | Vendee Mortgage Trust, Series 1998-1, Class 2E                                                   | CUSIP: 911760LH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122292 | PA      | $123497.15     | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132WF5S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     423690 | PA      | $403873.96     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Restoration Funding II LLC                             | Entergy Texas Restoration Funding LLC, Series A-2                                                | CUSIP: 29366NAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2651463.08    | 0.01%             | 2035-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                           | AerCap Ireland Capital DAC                                                                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10080961.50   | 0.04%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| First Student Bidco, Inc.                                            | First Student Bidco, Inc., 1st Lien Term Loan C                                                  | CUSIP: 33718FAP5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     916682 | PA      | $916397.80     | 0.00%             | 2030-08-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                   | Columbia Pipelines Holding Co. LLC                                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3757863.71    | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Elastic NV                                                           | Elastic NV                                                                                       | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |    4440000 | PA      | $4266673.94    | 0.02%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140NWN50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $19596131.00   | 0.08%             | 2031-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2534, Class SI                                                              | CUSIP: 31393FVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12631 | PA      | $14101.78      | 0.00%             | 2032-02-15      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series KX04, Class XFX                 | CUSIP: 3137FWHN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  151376960 | PA      | $6456015.42    | 0.03%             | 2034-01-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                | NextEra Energy Capital Holdings, Inc.                                                            | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3930000 | PA      | $4152080.37    | 0.02%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                     | DTE Electric Co., Series A                                                                       | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    4728000 | PA      | $3887101.47    | 0.02%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                | Dominion Energy, Inc., Series C                                                                  | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      45000 | PA      | $40512.76      | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45623966 | PA      | $36261520.08   | 0.15%             | 2062-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                      | Santander UK Group Holdings plc                                                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    6098000 | PA      | $6362010.59    | 0.03%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                                             | Roper Technologies, Inc.                                                                         | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2638405.95    | 0.01%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive, Inc.                                     | Cooper-Standard Automotive, Inc.                                                                 | CUSIP: 216762AH7<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    6721615 | PA      | $7040150.86    | 0.03%             | 2027-03-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                         | Zimmer Biomet Holdings, Inc.                                                                     | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   11450000 | PA      | $11814115.15   | 0.05%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BG Beta I Ltd.                                                       | BG Beta Ltd.                                                                                     | CUSIP: 05593PAE6<br>LEI: 254900Z3OU5JTNX05R08 | Long             | ABS-O            | CORP              | KY        |   30368740 | PA      | $30906266.85   | 0.13%             | 2054-07-16      | Fixed         | 7.12%                 | No            |                  3 | On Loan: No      |
| Rocket Cos., Inc.                                                    | Rocket Cos., Inc.                                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2502000 | PA      | $2574432.90    | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51783372 | PA      | $43782257.48   | 0.18%             | 2063-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36193UAG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1732333 | PA      | $1610789.92    | 0.01%             | 2046-07-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                   | United Rentals North America, Inc.                                                               | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    2894000 | PA      | $2878035.25    | 0.01%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                        | Penske Automotive Group, Inc.                                                                    | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |    5058000 | PA      | $4822751.91    | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                  | Expand Energy Corp.                                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    2501000 | PA      | $2505714.39    | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AIB Group plc                                                        | AIB Group plc                                                                                    | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    2205000 | PA      | $2262666.00    | 0.01%             | 2031-05-15      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                       | Structured Adjustable Rate Mortgage Loan Trust, Series 2004-14, Class 1A                         | CUSIP: 863579CB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17217 | PA      | $16366.11      | 0.00%             | 2034-10-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XPGT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40842201 | PA      | $33065858.32   | 0.14%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    6179000 | PA      | $6109585.11    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                               | Home Depot, Inc. (The)                                                                           | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   11760000 | PA      | $11961589.45   | 0.05%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FXUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6488178 | PA      | $6263415.02    | 0.03%             | 2061-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LBBL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10678192 | PA      | $10636159.33   | 0.04%             | 2025-10-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31410DVM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12130 | PA      | $12431.05      | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KNXR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22984831 | PA      | $20040892.90   | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QNLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37278189 | PA      | $31086540.38   | 0.13%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2002-56, Class PE                                                            | CUSIP: 31392ERB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     214267 | PA      | $223145.22     | 0.00%             | 2032-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2                                                | CUSIP: 31393XGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14910 | PA      | $15463.20      | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co. of New York, Inc.                            | Consolidated Edison Co. of New York, Inc., Series 06-E                                           | CUSIP: 209111EQ2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     389000 | PA      | $407096.45     | 0.00%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                      | 1261229 BC Ltd.                                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2639000 | PA      | $2740208.29    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                        | Six Flags Entertainment Corp.                                                                    | CUSIP: 150190AK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4833416.77    | 0.02%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25625000 | PA      | $26604772.39   | 0.11%             | 2036-04-23      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                       | Home Partners of America Trust, Series 2021-2, Class F                                           | CUSIP: 43732VAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7196217 | PA      | $6963935.61    | 0.03%             | 2026-12-17      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                                       | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class DKW1                                     | CUSIP: 12529YBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2669270.80    | 0.01%             | 2026-02-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Octane Receivables Trust                                             | Octane Receivables Trust, Series 2022-1A, Class E                                                | CUSIP: 67571EAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2037527.60    | 0.01%             | 2029-12-20      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                             | Sierra Timeshare Receivables Funding LLC, Series 2022-2A, Class D                                | CUSIP: 82650TAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1503184 | PA      | $1545118.01    | 0.01%             | 2040-06-20      | Fixed         | 9.22%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-160, Class A2                 | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34000000 | PA      | $34205411.00   | 0.14%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LE7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5464359 | PA      | $5338644.73    | 0.02%             | 2026-10-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13950000 | PA      | $14339257.31   | 0.06%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418ATU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     520617 | PA      | $484733.77     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   14210000 | PA      | $14670917.83   | 0.06%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133B1ZP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19709536 | PA      | $17227947.22   | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                              | GFL Environmental, Inc.                                                                          | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    4342000 | PA      | $4272561.43    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                            | Williams Cos., Inc. (The)                                                                        | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6763003.08    | 0.03%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FGI Operating Co. LLC                                                | FGI Operating Co. LLC, 1st Lien Term Loan                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     122458 | PA      | $1224.58       | 0.00%             | 2025-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Synopsys, Inc.                                                       | Synopsys, Inc.                                                                                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    9252000 | PA      | $9438703.60    | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                                     | Kroger Co. (The), Series B                                                                       | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     874000 | PA      | $978391.76     | 0.00%             | 2029-06-01      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HLKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1146253 | PA      | $1113653.95    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                     | Burlington Northern Santa Fe LLC                                                                 | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2437000 | PA      | $2122981.44    | 0.01%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                                         | Scotts Miracle-Gro Co. (The)                                                                     | CUSIP: 810186AP1<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |    1961000 | PA      | $1957912.01    | 0.01%             | 2026-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K109, Class X2B                                                | CUSIP: 30314RAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   90000000 | PA      | $338688.00     | 0.00%             | 2053-05-25      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Interstate Power and Light Co.                                       | Interstate Power and Light Co.                                                                   | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     777000 | PA      | $777348.48     | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Consumers 2023 Securitization Funding LLC                            | Consumers 2023 Securitization Funding LLC, Series A2                                             | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3826000 | PA      | $3936316.59    | 0.02%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Republic of Turkiye (The)                                            | Republic of Turkiye (The)                                                                        | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    2400000 | PA      | $2464800.00    | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                             | Bristol-Myers Squibb Co.                                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $2611698.69    | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets CMN Owner Trust                                 | Impac Secured Assets CMN Owner Trust, Series 2003-2, Class A1                                    | CUSIP: 45254TMS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3496 | PA      | $2662.19       | 0.00%             | 2033-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132HCD26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     772925 | PA      | $773586.41     | 0.00%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LFT CRE Ltd.                                                         | LFT CRE Ltd., Series 2021-FL1, Class D                                                           | CUSIP: 50203JAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13821000 | PA      | $13659266.66   | 0.06%             | 2039-06-15      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LEC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24318000 | PA      | $20932675.41   | 0.09%             | 2031-11-01      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3134                                                                        | CUSIP: 31396J5T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12759 | PA      | $10555.05      | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                  | U.S. Treasury Long Bond                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -24 | NC      | $-7540.56      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution, Inc.                                             | WESCO Distribution, Inc.                                                                         | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    3092000 | PA      | $3139854.88    | 0.01%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                               | OCP SA                                                                                           | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |    2010000 | PA      | $2077209.38    | 0.01%             | 2036-03-01      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2004-90, Class SI                                                                   | CUSIP: 38374JXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     137538 | PA      | $7425.11       | 0.00%             | 2034-10-20      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                                               | MidAmerican Energy Co.                                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1942000 | PA      | $1439879.26    | 0.01%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2018-M10, Class A2                                                             | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9920721 | PA      | $9783661.98    | 0.04%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                               | Marlette Funding Trust, Series 2023-2A, Class C                                                  | CUSIP: 57109LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6432000 | PA      | $6484418.23    | 0.03%             | 2033-06-15      | Fixed         | 6.96%                 | Yes           |                  2 | On Loan: No      |
| RALI Trust                                                           | RALI Trust, Series 2005-QS5, Class A4                                                            | CUSIP: 76110H3A5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     549746 | PA      | $477621.52     | 0.00%             | 2035-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                       | Carvana Auto Receivables Trust, Series 2023-N4, Class D                                          | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7860000 | PA      | $8225883.00    | 0.03%             | 2030-02-11      | Fixed         | 7.22%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132HMNA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1776773 | PA      | $1684466.00    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFIN Issuer LLC                                                      | CFIN Issuer LLC, Series 2022-RTL1, Class AA                                                      | CUSIP: 12531CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2850963 | PA      | $2829580.71    | 0.01%             | 2026-02-16      | Variable      | 4.75%                 | Yes           |                  3 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                         | Avolon Holdings Funding Ltd.                                                                     | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   14910000 | PA      | $14965167.00   | 0.06%             | 2030-10-10      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset-Backed Securities Trust                           | Bear Stearns Asset-Backed Securities Trust, Series 2003-SD2, Class 2A                            | CUSIP: 07384YLJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90248 | PA      | $88810.87      | 0.00%             | 2043-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XJ4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18373902 | PA      | $17810168.81   | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2313, Class LA                                                              | CUSIP: 3133TTK67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        902 | PA      | $921.43        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos., Inc.                                                    | Rocket Cos., Inc.                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1383287.50    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                            | Vistra Operations Co. LLC                                                                        | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3033000 | PA      | $2964476.64    | 0.01%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                  | Sirius XM Radio LLC                                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   12729000 | PA      | $12710830.63   | 0.05%             | 2029-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1498106.45    | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                          | Block, Inc.                                                                                      | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    5263000 | PA      | $4861985.72    | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Guardian Life Global Funding                                         | Guardian Life Global Funding                                                                     | CUSIP: 40139LBH5<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2093705.36    | 0.01%             | 2028-10-02      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14562000 | PA      | $12945571.98   | 0.05%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                | Banque Federative du Credit Mutuel SA                                                            | CUSIP: 06675FAY3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    6030000 | PA      | $5861098.86    | 0.02%             | 2026-10-04      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2015-M10, Class A2                                                             | CUSIP: 3136AN6U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3842457 | PA      | $3782183.88    | 0.02%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                       | Braskem Netherlands Finance BV                                                                   | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    8200000 | PA      | $5750250.00    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QSAQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14415199 | PA      | $14303605.44   | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Steel Corp.                                            | United States Steel Corp.                                                                        | CUSIP: 912909AU2<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    2578000 | PA      | $2597363.36    | 0.01%             | 2029-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                                      | MYT Holding LLC, Series A                                                                        | CUSIP: 55406N202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    2070208 | NS      | $2501494.43    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA                                                                 | FNMA, Grantor Trust, Whole Loan, Series 2001-T12                                                 | CUSIP: 31392A5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4904054 | PA      | $20780.44      | 0.00%             | 2041-08-25      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     551000 | PA      | $523392.62     | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                         | Rockies Express Pipeline LLC                                                                     | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2190825.90    | 0.01%             | 2030-05-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Emera US Finance LP                                                  | Emera US Finance LP                                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4124920.88    | 0.02%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Seasoned Credit Risk Transfer Trust                            | FHLMC Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D                             | CUSIP: 35563PLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12102599 | PA      | $11389545.10   | 0.05%             | 2058-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                | Cheniere Energy, Inc.                                                                            | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   11386000 | PA      | $11377067.46   | 0.05%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                      | Amer Sports Co.                                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $4022229.90    | 0.02%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp.                                                    | BAT Capital Corp.                                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1850618.87    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $4456026.27    | 0.02%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC                                                                                            | CUSIP: 3128NHRN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6395 | PA      | $6521.50       | 0.00%             | 2036-10-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Goodleap                                                             | Goodleap                                                                                         | CUSIP: N/A<br>LEI: 549300YN94MOAVYW0F52       | Long             | ABS-MBS          | CORP              | US        |    4277994 | PA      | $4389520.63    | 0.02%             | 2042-07-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Tenet Healthcare Corp.                                               | Tenet Healthcare Corp.                                                                           | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $4942152.05    | 0.02%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11435000 | PA      | $12574842.63   | 0.05%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617YCTV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12648238 | PA      | $11514814.22   | 0.05%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3951000 | PA      | $3501136.18    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                             | Republic of South Africa                                                                         | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    7049000 | PA      | $7098343.00    | 0.03%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2001-81, Class HE                                                            | CUSIP: 31392BQR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161821 | PA      | $169065.25     | 0.00%             | 2032-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 4060, Class TB                                                              | CUSIP: 3137ARA30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1400691 | PA      | $1378556.73    | 0.01%             | 2027-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Accelerated LLC                                                      | Accelerated LLC, Series 2024-1A, Class D                                                         | CUSIP: 00440MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10006055 | PA      | $10068489.57   | 0.04%             | 2044-08-22      | Fixed         | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Mortgage Trust                                       | Banc of America Mortgage Trust, Series 2004-F, Class 1A1                                         | CUSIP: 05949AHR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35565 | PA      | $34159.10      | 0.00%             | 2034-07-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                             | PNC Financial Services Group, Inc. (The)                                                         | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3942903.96    | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                    | Credit Acceptance Auto Loan Trust, Series 2023-3A, Class A                                       | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10062814.00   | 0.04%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                  | DT Auto Owner Trust, Series 2023-3A, Class E                                                     | CUSIP: 23345WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12880000 | PA      | $13738245.92   | 0.06%             | 2030-05-15      | Fixed         | 10.21%                | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2194000 | PA      | $1650672.49    | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                | Entergy Louisiana LLC                                                                            | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2429317.51    | 0.01%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Union Electric Co.                                                   | Union Electric Co.                                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1991000 | PA      | $1560511.61    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                | FMC GMSR Issuer Trust, Series 2021-GT1, Class B                                                  | CUSIP: 30259RAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7765958 | PA      | $7378443.69    | 0.03%             | 2026-07-25      | Variable      | 4.36%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   11295000 | PA      | $10693452.02   | 0.04%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II                                                                                          | CUSIP: 3617XXDF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18534410 | PA      | $19339454.38   | 0.08%             | 2072-03-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2007-17, Class JO                                                                   | CUSIP: 38375JTE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25938 | PA      | $21352.85      | 0.00%             | 2037-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QEN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12133487 | PA      | $10321147.72   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140H9DR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13136270 | PA      | $12504757.16   | 0.05%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31292GRR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         62 | PA      | $62.12         | 0.00%             | 2027-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp.                                                        | Comcast Corp.                                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $3817981.73    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MRCD MARK Mortgage Trust                                             | MRCD MARK Mortgage Trust, Series 2019-PARK, Class F                                              | CUSIP: 55348UAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   40772000 | PA      | $24866842.80   | 0.10%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                                       | DTE Energy Co.                                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2870983.75    | 0.01%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3306, Class TC                                                              | CUSIP: 31397GJE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       7587 | PA      | $7510.29       | 0.00%             | 2037-04-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132QDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     433915 | PA      | $407190.59     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2019-M7, Class A2                                                              | CUSIP: 3136B4QB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15426987 | PA      | $14923889.62   | 0.06%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                  | Graphic Packaging International LLC                                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1935569.54    | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                           | US Bancorp                                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1907132.18    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                  | Newell Brands, Inc.                                                                              | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     683000 | PA      | $666703.07     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                           | Lamb Weston Holdings, Inc.                                                                       | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     941000 | PA      | $885204.53     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3142GR6T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10137975 | PA      | $10445956.58   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XPGU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48576706 | PA      | $39088004.78   | 0.16%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617H7DN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3553902 | PA      | $3432691.95    | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                                           | AerCap Ireland Capital DAC                                                                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10510000 | PA      | $10111930.07   | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XPO, Inc.                                                            | XPO, Inc.                                                                                        | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    6035000 | PA      | $6281988.41    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Guara Norte SARL                                                     | Guara Norte SARL                                                                                 | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |    4926275 | PA      | $4747697.99    | 0.02%             | 2034-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140FX3U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22280473 | PA      | $21508481.81   | 0.09%             | 2064-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2005-84, Class XM                                                            | CUSIP: 31394FN50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22668 | PA      | $23418.67      | 0.00%             | 2035-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3138                                                                        | CUSIP: 31396N7B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15735 | PA      | $13732.28      | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1072294 | PA      | $1058106.26    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31416CBZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45118 | PA      | $47425.38      | 0.00%             | 2033-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                   | HERO Funding Trust, Series 2015-3A, Class A                                                      | CUSIP: 42771TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     943773 | PA      | $937063.08     | 0.00%             | 2041-09-20      | Fixed         | 4.28%                 | Yes           |                  3 | On Loan: No      |
| Uber Technologies, Inc.                                              | Uber Technologies, Inc.                                                                          | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   21125000 | PA      | $20883452.53   | 0.09%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                       | BNP Paribas SA                                                                                   | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    9680000 | PA      | $10086384.21   | 0.04%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Funding Trust                                        | Banc of America Funding Trust, Series 2005-7, Class 30                                           | CUSIP: 05946XV83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17721 | PA      | $18358.28      | 0.00%             | 2035-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                    | Duke Energy Corp.                                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3216268.97    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                              | Nabors Industries, Inc.                                                                          | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2699250.89    | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6985000 | PA      | $6166564.69    | 0.03%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8572000 | PA      | $8370296.38    | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                             | Bristol-Myers Squibb Co.                                                                         | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     640000 | PA      | $684695.19     | 0.00%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138EGBG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1818985 | PA      | $1852568.82    | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                                           | AT&T, Inc.                                                                                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   13080000 | PA      | $8756691.14    | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Retium-rcaf                                                          | Retium-rcaf                                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |    3999643 | PA      | $3984643.88    | 0.02%             | 2025-12-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Sensata Technologies, Inc.                                           | Sensata Technologies, Inc.                                                                       | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    1054000 | PA      | $968763.65     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| San Diego Gas & Electric Co.                                         | San Diego Gas & Electric Co.                                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     486000 | PA      | $519235.82     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries, Inc.                                            | Standard Industries, Inc.                                                                        | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2952000 | PA      | $2924503.60    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc., Series FF                                                                       | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8296000 | PA      | $8423692.03    | 0.03%             | 2030-02-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                           | AMSR Trust, Series 2021-SFR4, Class F1                                                           | CUSIP: 66982FAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34734000 | PA      | $33281312.97   | 0.14%             | 2038-12-17      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA                                                                                             | CUSIP: 31411KFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9441 | PA      | $9698.71       | 0.00%             | 2037-03-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   79854721 | PA      | $68099666.35   | 0.28%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                   | T-Mobile USA, Inc.                                                                               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   14785000 | PA      | $14316282.97   | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3609, Class SA                                                              | CUSIP: 31398LNT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160231 | PA      | $10516.96      | 0.00%             | 2039-12-15      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                        | SM Energy Co.                                                                                    | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    1687000 | PA      | $1703834.57    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                              | JPMorgan Mortgage Trust, Series 2004-S1, Class 3A1                                               | CUSIP: 466247EY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16594 | PA      | $16533.98      | 0.00%             | 2034-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3187, Class Z                                                               | CUSIP: 31396UUY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     414918 | PA      | $427693.29     | 0.00%             | 2036-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                  | Teachers Insurance & Annuity Association of America                                              | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     777000 | PA      | $626199.59     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140H7MW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3012151 | PA      | $2844009.92    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRET Trust                                                           | PRET Trust, Series 2025-NPL1, Class A1                                                           | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34116030 | PA      | $34410191.60   | 0.14%             | 2055-02-25      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617BM3C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3048381 | PA      | $2844756.48    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, Other                                                                          | CUSIP: 31283LA55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49264 | PA      | $50624.10      | 0.00%             | 2036-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418BTC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229114 | PA      | $211613.45     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                | FMC GMSR Issuer Trust, Series 2022-GT2, Class A                                                  | CUSIP: 30259RAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12376995 | PA      | $12574613.53   | 0.05%             | 2027-07-25      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XKUV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38505956 | PA      | $33658087.15   | 0.14%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2017-K68, Class D                                                   | CUSIP: 30305EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53000000 | PA      | $44754058.60   | 0.19%             | 2049-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                     | NCR Atleos Corp.                                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    3466000 | PA      | $3758260.05    | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                             | Bimbo Bakeries USA, Inc.                                                                         | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     510000 | PA      | $533500.80     | 0.00%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132DPRW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19825829 | PA      | $18043758.20   | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                               | Home Depot, Inc. (The)                                                                           | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $1872992.51    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                                  | Rocket Mortgage LLC                                                                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2214690.58    | 0.01%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 1999-47, Class JZ                                                            | CUSIP: 31359WXR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      24971 | PA      | $25414.61      | 0.00%             | 2029-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Moran Foods Backstop Equity                                          | Moran Foods Backstop Equity                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        | 7629209501 | NS      | $7629.21       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2017-K69, Class D                                                   | CUSIP: 30305KAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61000000 | PA      | $50529557.40   | 0.21%             | 2049-10-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                                | OneMain Finance Corp.                                                                            | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     633000 | PA      | $639974.39     | 0.00%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp.                                                    | Lamar Media Corp.                                                                                | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5243000 | PA      | $4984213.38    | 0.02%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Grantor Trust, Whole Loan, Series 2004-T2, Class 1A3                                       | CUSIP: 31393X7C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75670 | PA      | $78171.70      | 0.00%             | 2043-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co.                                              | Commonwealth Edison Co.                                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3106000 | PA      | $3191809.90    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2022-SFR2, Class F2                                                 | CUSIP: 33767PAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13000000 | PA      | $12513738.90   | 0.05%             | 2039-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                             | TotalEnergies Capital SA                                                                         | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   14350000 | PA      | $13766311.17   | 0.06%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 3132WEAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     945111 | PA      | $875951.24     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 30 Year                                                                        | CUSIP: 31292G2S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3034 | PA      | $3146.87       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31403DWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5485 | PA      | $5797.00       | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                                        | Six Flags Entertainment Corp.                                                                    | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1641000 | PA      | $1588856.90    | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                   | Atmos Energy Corp.                                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     565000 | PA      | $475094.15     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Electric Co.                                           | Massachusetts Electric Co.                                                                       | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     960000 | PA      | $989430.02     | 0.00%             | 2039-11-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2020-M50, Class A2                                                             | CUSIP: 3136BCGS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4846211 | PA      | $4614891.85    | 0.02%             | 2030-10-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                           | Progress Residential Trust, Series 2022-SFR1, Class F                                            | CUSIP: 74333YAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14250000 | PA      | $13858509.75   | 0.06%             | 2041-02-17      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                          | Citibank NA                                                                                      | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4964203.53    | 0.02%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| American General Mortgage Loan Trust                                 | American General Mortgage Loan Trust, Series 2006-1, Class A5                                    | CUSIP: 02639MAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        592 | PA      | $657.31        | 0.00%             | 2035-12-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                       | Carvana Auto Receivables Trust, Series 2022-N1, Class E                                          | CUSIP: 14686GAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8523292 | PA      | $8130537.84    | 0.03%             | 2028-12-11      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                   | Dominican Republic Government Bond                                                               | CUSIP: N/A<br>LEI: 254900EHU7Q8FGVPI369       | Long             | DBT              | NUSS              | DO        |    5243000 | PA      | $5305916.00    | 0.02%             | 2033-02-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ACC Claims Holdings LLC                                              | ACC Claims Holdings LLC                                                                          | CUSIP: 00084K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    1551096 | NS      | $3102.19       | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| AerCap Ireland Capital DAC                                           | AerCap Ireland Capital DAC                                                                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2900000 | PA      | $2655040.77    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                 | Entergy Arkansas LLC                                                                             | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     840000 | PA      | $836272.85     | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132E0L91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21844129 | PA      | $18358358.60   | 0.08%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3833400.65    | 0.02%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                            | UDR, Inc.                                                                                        | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     923000 | PA      | $778538.90     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                   | National Rural Utilities Cooperative Finance Corp.                                               | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1249972.73    | 0.01%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19833000 | PA      | $20431820.94   | 0.08%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                              | Quikrete Holdings, Inc., 1st Lien Term Loan B-3                                                  | CUSIP: 74839XAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3591000 | PA      | $3588773.58    | 0.01%             | 2032-02-10      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ReadyCap Holdings LLC                                                | ReadyCap Holdings LLC, Series QIB                                                                | CUSIP: 755763AE9<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |   37000000 | PA      | $36695327.94   | 0.15%             | 2028-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 2427, Class GE                                                              | CUSIP: 31339W2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     199261 | PA      | $207237.30     | 0.00%             | 2032-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                           | Flagship Credit Auto Trust, Series 2022-3, Class E                                               | CUSIP: 33845PAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $911539.50     | 0.00%             | 2029-10-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2008-34, Class OC                                                                   | CUSIP: 383742P64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      76273 | PA      | $58178.51      | 0.00%             | 2037-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2020-K122, Class D                                                  | CUSIP: 30318BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82131469 | PA      | $51622691.77   | 0.21%             | 2054-01-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding                                                         | HERO Funding, Series 2017-3A, Class A2                                                           | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |    1385169 | PA      | $1310291.19    | 0.01%             | 2048-09-20      | Fixed         | 3.95%                 | Yes           |                  3 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                  | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $5765692.20    | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                     | NRG Energy, Inc.                                                                                 | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1804000 | PA      | $1828287.25    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                         | Hilton Grand Vacations Trust, Series 2022-2A, Class D                                            | CUSIP: 43283GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2207049 | PA      | $2263123.93    | 0.01%             | 2037-01-25      | Fixed         | 8.73%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LDLA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8251330 | PA      | $6815299.80    | 0.03%             | 2033-09-01      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Washington Mutual MSC Mortgage Pass-Through Certificates Trust       | Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2004-RA1, Class 2A        | CUSIP: 939336P80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66255 | PA      | $68845.42      | 0.00%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140EXJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     402376 | PA      | $371795.71     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                            | PG&E Recovery Funding LLC, Series A-3                                                            | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3951000 | PA      | $3919984.06    | 0.02%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140XMUL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8474938 | PA      | $7129343.79    | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LXZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     332418 | PA      | $324722.64     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                                                  | Conair Holdings LLC, 1st Lien Term Loan B                                                        | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    3685398 | PA      | $2413935.80    | 0.01%             | 2028-05-17      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| STReAM 2008 BV                                                       | STReAM 2008 BV                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    6260435 | PA      | $6260435.22    | 0.03%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| GLS Auto Receivables Issuer Trust                                    | GLS Auto Receivables Issuer Trust, Series 2025-3A, Class E                                       | CUSIP: 37989YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3409446.22    | 0.01%             | 2032-08-16      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LY4Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     663749 | PA      | $647715.11     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Trust                                     | MASTR Asset Securitization Trust, Series 2004-6, Class 15                                        | CUSIP: 57643MDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         84 | PA      | $83.78         | 0.00%             | 2019-07-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Calpine Corp.                                                        | Calpine Corp.                                                                                    | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   14080000 | PA      | $13911314.56   | 0.06%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                     | Ventas Realty LP                                                                                 | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596732.80     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co.                                       | Baltimore Gas and Electric Co.                                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     816000 | PA      | $513140.75     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Notes                                                                              | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  183364000 | PA      | $172433785.65  | 0.72%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries, Inc.                                               | Chart Industries, Inc.                                                                           | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    8179000 | PA      | $8572319.93    | 0.04%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                                  | Bank of New York Mellon Corp. (The)                                                              | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    8610000 | PA      | $9515657.92    | 0.04%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                              | Duke Energy Indiana LLC                                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    5189000 | PA      | $4936174.17    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617BFR95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1404094 | PA      | $1392095.23    | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1890000 | PA      | $1865608.91    | 0.01%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Trust, Inc.                                             | Arbor Realty Trust, Inc., Series QIB                                                             | CUSIP: 038923AQ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   29123000 | PA      | $27405656.59   | 0.11%             | 2027-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Republic of Nigeria                                          | Federal Republic of Nigeria                                                                      | CUSIP: N/A<br>LEI: 549300GSBZD84TNEQ285       | Long             | DBT              | NUSS              | NG        |    3800000 | PA      | $3944875.00    | 0.02%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140FUHZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     493305 | PA      | $469689.04     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                   | Aqua Finance Trust, Series 2020-AA, Class D                                                      | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3663975 | PA      | $3725216.10    | 0.02%             | 2046-07-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617BFSV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2651203 | PA      | $2628546.72    | 0.01%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                               | Santander Drive Auto Receivables Trust, Series 2022-6, Class D                                   | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27300000 | PA      | $27564075.63   | 0.11%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132DNNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19704173 | PA      | $19046288.90   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC Gold Pools, Other                                                                          | CUSIP: 3132XFJZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16890958 | PA      | $16320313.20   | 0.07%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  109110800 | PA      | $67171336.25   | 0.28%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                           | Progress Residential Trust, Series 2024-SFR4, Class E1                                           | CUSIP: 74334JAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13000000 | PA      | $11882393.90   | 0.05%             | 2041-07-17      | Fixed         | 3.33%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140HHSU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61635 | PA      | $60234.87      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1348000 | PA      | $1334537.93    | 0.01%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 63858SBC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1457000 | PA      | $1648597.09    | 0.01%             | 2037-03-07      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                            | HCA, Inc.                                                                                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14476058.85   | 0.06%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617KJP73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2569602 | PA      | $2519229.97    | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                    | HSBC Holdings plc                                                                                | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4520000 | PA      | $4630238.55    | 0.02%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3049000 | PA      | $3021283.61    | 0.01%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                           | Alliant Energy Finance LLC                                                                       | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1872305.62    | 0.01%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Jonah Energy Abs I LLC                                               | Jonah Energy ABS LLC, Series 2022-1, Class C                                                     | CUSIP: 47987EAE7<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |   39000000 | PA      | $39382200.00   | 0.16%             | 2039-08-10      | Fixed         | 12.66%                | Yes           |                  3 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7786000 | PA      | $8012392.98    | 0.03%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                             | Marvell Technology, Inc.                                                                         | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6485000 | PA      | $5956927.68    | 0.02%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2019-2, Class AA                                      | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1367700 | PA      | $1248817.05    | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                   | United Airlines Pass-Through Trust, Series 2024-1, Class AA                                      | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6596443 | PA      | $6758812.75    | 0.03%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                         | CaixaBank SA                                                                                     | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    3600000 | PA      | $3638814.98    | 0.02%             | 2036-07-03      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC Gold Pools, 15 Year                                                                        | CUSIP: 3128PT7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12019 | PA      | $11979.11      | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140F8QZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167420 | PA      | $154696.22     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA Trust, Whole Loan, Series 2004-W8, Class 3A                                                 | CUSIP: 31394ALN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30640 | PA      | $31457.95      | 0.00%             | 2044-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts LLC                                                 | Westgate Resorts LLC, Series 2024-1A, Class D                                                    | CUSIP: 96034KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5273685 | PA      | $5364425.00    | 0.02%             | 2038-01-20      | Fixed         | 9.26%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31377UYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6900310 | PA      | $6815066.52    | 0.03%             | 2028-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                         | Ecopetrol SA                                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    1912000 | PA      | $1933414.40    | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140JBPU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9850761 | PA      | $9195677.52    | 0.04%             | 2059-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                          | Asurion LLC, 1st Lien Term Loan B-11                                                             | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    3514085 | PA      | $3509130.58    | 0.01%             | 2028-08-21      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| CVS Pass-Through Trust                                               | CVS Pass-Through Trust, Series 2009                                                              | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176565 | PA      | $193011.99     | 0.00%             | 2031-07-10      | Fixed         | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                | Lockheed Martin Corp.                                                                            | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   15540000 | PA      | $15864158.65   | 0.07%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                  | Medline Borrower LP                                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $3226325.40    | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-K159, Class C                                                  | CUSIP: 302967AS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32952488 | PA      | $17537297.64   | 0.07%             | 2033-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LF4S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6067155 | PA      | $5645960.48    | 0.02%             | 2032-05-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| William Carter Co. (The)                                             | William Carter Co. (The)                                                                         | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |    2807000 | PA      | $2801343.90    | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LDLC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6795213 | PA      | $6724805.49    | 0.03%             | 2026-04-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   17311000 | PA      | $17433615.89   | 0.07%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                   | Altria Group, Inc.                                                                               | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    5590000 | PA      | $5591373.07    | 0.02%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                         | Oracle Corp.                                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $2621441.50    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2021-SFR1, Class F3                                                 | CUSIP: 33767WAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14566000 | PA      | $14249429.84   | 0.06%             | 2038-08-17      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Evergy Missouri West Storm Funding I LLC                             | Evergy Missouri West Storm Funding I LLC, Series A-1                                             | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1957359 | PA      | $1973965.02    | 0.01%             | 2038-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                      | Eastern Energy Gas Holdings LLC                                                                  | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   11180000 | PA      | $10674224.96   | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                              | BPCE SA                                                                                          | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1625000 | PA      | $1642788.60    | 0.01%             | 2027-07-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HINNT LLC                                                            | HINNT LLC, Series 2024-A, Class D                                                                | CUSIP: 40472QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2992661 | PA      | $2977173.77    | 0.01%             | 2043-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                        | Citigroup Mortgage Loan Trust, Series 2004-UST1, Class A3                                        | CUSIP: 17307GLA4<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      23336 | PA      | $22815.91      | 0.00%             | 2034-08-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread-Collateralized Notes                               | NRZ Excess Spread-Collateralized Notes, Series 2020-PLS1, Class A                                | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3251223 | PA      | $3230406.39    | 0.01%             | 2025-12-25      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                                     | Boeing Co. (The)                                                                                 | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $5054763.86    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                   | Istanbul Metropolitan Municipality                                                               | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    5450000 | PA      | $5945677.50    | 0.02%             | 2028-12-06      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                              | American Airlines, Inc.                                                                          | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11256730 | PA      | $11318855.89   | 0.05%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                    | Philip Morris International, Inc.                                                                | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   13569000 | PA      | $13864030.77   | 0.06%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Areit Frn                                                            | Areit Frn                                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   30000000 | PA      | $29700000.00   | 0.12%             | 2025-10-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Center Street Lending Resi-Investor ABS Mortgage Trust               | Center Street Lending Resi-Investor ABS Mortgage Trust, Series 2024-RTL1, Class A2               | CUSIP: 15169CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8691000 | PA      | $8777423.30    | 0.04%             | 2029-10-25      | Variable      | 8.34%                 | Yes           |                  3 | On Loan: No      |
| COOF Securitization Trust Ltd.                                       | COOF Securitization Trust Ltd., Series 2014-1, Class A                                           | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     929545 | PA      | $61324.86      | 0.00%             | 2040-06-25      | Variable      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                       | Morgan Stanley                                                                                   | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $5048598.74    | 0.02%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                        | Calpine Corp.                                                                                    | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    1223000 | PA      | $1213019.46    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QGZ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20069037 | PA      | $16971883.82   | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Trust                        | WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6                        | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33314 | PA      | $33079.91      | 0.00%             | 2033-09-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd.                                           | TransCanada PipeLines Ltd.                                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $829357.98     | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1491000 | PA      | $1304637.81    | 0.01%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                         | MH Sub I LLC, 1st Lien Term Loan                                                                 | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    3610538 | PA      | $3341769.37    | 0.01%             | 2028-05-03      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                                 | Prime Mortgage Trust, Series 2004-CL1, Class 1A1                                                 | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23083 | PA      | $23103.63      | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                  | Constellation Energy Generation LLC                                                              | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6902066.64    | 0.03%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                | Dominion Energy, Inc.                                                                            | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     389000 | PA      | $442807.37     | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                           | AMSR Trust, Series 2021-SFR3, Class E2                                                           | CUSIP: 00180UAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5936104 | PA      | $5723660.34    | 0.02%             | 2038-10-17      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury STRIPS Bonds                                                                       | CUSIP: 912834JB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37080506 | PA      | $17776294.09   | 0.07%             | 2040-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                              | Duke Energy Florida LLC                                                                          | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4223000 | PA      | $3772607.29    | 0.02%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2021-SFR1, Class E2                                                 | CUSIP: 33767WAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9708000 | PA      | $9445829.64    | 0.04%             | 2038-08-17      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Life Insurance Co.                                      | Metropolitan Life Insurance Co.                                                                  | CUSIP: 592173AE8<br>LEI: 549300H7EXFMRS487544 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1657518.01    | 0.01%             | 2025-11-01      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                     | Grupo Nutresa SA                                                                                 | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    4300000 | PA      | $4758380.00    | 0.02%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                                | Claire's Stores, Inc.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       2097 | NS      | $0.00          | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36202FSX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19962 | PA      | $20629.75      | 0.00%             | 2038-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2023-M1S, Class A2                                                             | CUSIP: 3136BQCX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6868000 | PA      | $6904657.95    | 0.03%             | 2033-04-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31410LMM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2521287 | PA      | $2303936.47    | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140H7NF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     862256 | PA      | $835277.37     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                         | Pacific Gas and Electric Co.                                                                     | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   16035000 | PA      | $16253293.59   | 0.07%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FW Energy Asset Issuer LLC                                           | FW Energy Asset Issuer LLC                                                                       | CUSIP: 302704AA9<br>LEI: 254900YOL2L2C8PFZR08 | Long             | ABS-O            | CORP              | US        |   28910208 | PA      | $29459473.04   | 0.12%             | 2044-08-25      | Fixed         | 7.15%                 | No            |                  3 | On Loan: No      |
| Global Infrastructure Solutions, Inc.                                | Global Infrastructure Solutions, Inc.                                                            | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    7860000 | PA      | $7882314.54    | 0.03%             | 2029-06-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp.                                                  | Realty Income Corp.                                                                              | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4675000 | PA      | $4153406.93    | 0.02%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                            | Seagate Data Storage Technology Pte. Ltd.                                                        | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    2141000 | PA      | $1916195.00    | 0.01%             | 2029-07-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, REMIC, Series 3005, Class PV                                                              | CUSIP: 31395WJG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        310 | PA      | $322.44        | 0.00%             | 2033-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                 | Ontario Teachers' Cadillac Fairview Properties Trust                                             | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     603000 | PA      | $598011.39     | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                             | Bristol-Myers Squibb Co.                                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   30105000 | PA      | $29030313.82   | 0.12%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3138Y63A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7902822 | PA      | $8048716.93    | 0.03%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Montenegro                                               | Republic of Montenegro                                                                           | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    2200000 | PA      | $2319482.00    | 0.01%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2006-20, Class IB                                                            | CUSIP: 31395BX32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      89165 | PA      | $8734.03       | 0.00%             | 2036-04-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| PHH Mortgage Trust                                                   | PHH Mortgage Trust, Series 2008-CIM2, Class 5A1                                                  | CUSIP: 69338AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37968 | PA      | $42011.39      | 0.00%             | 2038-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617K54F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6110236 | PA      | $5798645.21    | 0.02%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                               | ON Semiconductor Corp.                                                                           | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2672221.75    | 0.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered plc                                               | Standard Chartered plc                                                                           | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    4030000 | PA      | $4112292.60    | 0.02%             | 2028-05-14      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2022-SFR1, Class F1                                                 | CUSIP: 33768NAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28086000 | PA      | $24972973.04   | 0.10%             | 2039-05-19      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Cascade Funding Mortgage Trust                                       | Cascade Funding Mortgage Trust, Series 2021-FRR1, Class CK54                                     | CUSIP: 12529YAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6795213 | PA      | $6520203.93    | 0.03%             | 2026-02-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury Bonds                                                                              | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47111000 | PA      | $38386263.75   | 0.16%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                                                 | Republic of Colombia                                                                             | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2090000 | PA      | $2140682.50    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Organon & Co.                                                        | Organon & Co.                                                                                    | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4095000 | PA      | $3508939.24    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                             | Sierra Timeshare Receivables Funding LLC, Series 2023-1A, Class D                                | CUSIP: 826943AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1891870 | PA      | $1985433.26    | 0.01%             | 2040-01-20      | Fixed         | 9.80%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140ECKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     562470 | PA      | $535729.22     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                       | Ford Motor Co.                                                                                   | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3537000 | PA      | $4116777.15    | 0.02%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust                                | MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1                                 | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11897 | PA      | $11713.68      | 0.00%             | 2034-04-21      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                                 | American Express Co.                                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5367767.81    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132DU5E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27771847 | PA      | $23351650.23   | 0.10%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                                           | Visa, Inc.                                                                                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1457000 | PA      | $1106179.40    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                         | UBS Group AG                                                                                     | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   11213000 | PA      | $11295317.32   | 0.05%             | 2028-05-12      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                    | Credit Acceptance Auto Loan Trust, Series 2022-3A, Class D                                       | CUSIP: 22534QAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9708000 | PA      | $9916003.61    | 0.04%             | 2033-04-18      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2008-40, Class SA                                                                   | CUSIP: 38375QKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     213688 | PA      | $10638.59      | 0.00%             | 2038-05-16      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                                       | AutoZone, Inc.                                                                                   | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1972937.51    | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                             | Avis Budget Rental Car Funding AESOP LLC, Series 2023-8A, Class D                                | CUSIP: 05377RJY1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    6750000 | PA      | $6915955.62    | 0.03%             | 2030-02-20      | Fixed         | 7.52%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LJS64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31063831 | PA      | $30330900.41   | 0.13%             | 2033-04-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                      | Hertz Vehicle Financing LLC, Series 2023-3A, Class A                                             | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   12360000 | PA      | $12567335.29   | 0.05%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Diamond Foreign Asset Co.                                            | Diamond Foreign Asset Co.                                                                        | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    3570000 | PA      | $3786638.31    | 0.02%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3617WUFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13863949 | PA      | $12844229.71   | 0.05%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC                                                                | FHLMC, Series 2021-MN3, Class M2                                                                 | CUSIP: 35563GAB5<br>LEI: 549300FK6HM4FW58SP67 | Long             | ABS-MBS          | USGSE             | US        |    6508272 | PA      | $6733141.26    | 0.03%             | 2051-11-25      | Floating      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                   | Credit Agricole SA                                                                               | CUSIP: 22535WAN7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   13215000 | PA      | $13727815.61   | 0.06%             | 2036-01-09      | Variable      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                  | Entergy Texas, Inc.                                                                              | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   17722000 | PA      | $15461299.98   | 0.06%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                    | Wells Fargo & Co.                                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1942000 | PA      | $1882155.04    | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                  | Lithia Motors, Inc.                                                                              | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1532102.35    | 0.01%             | 2031-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KMNS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7759108 | PA      | $6522039.20    | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140HUW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4344083 | PA      | $4012711.96    | 0.02%             | 2031-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                               | Truist Financial Corp.                                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    7816000 | PA      | $7905803.10    | 0.03%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LDLB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3882979 | PA      | $3839934.12    | 0.02%             | 2026-05-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                                         | Bridge Trust, Series 2024-SFR1, Class E2                                                         | CUSIP: 10806DAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5900000 | PA      | $5675372.25    | 0.02%             | 2040-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FirstKey Homes Trust                                                 | FirstKey Homes Trust, Series 2020-SFR2, Class F1                                                 | CUSIP: 33767JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21192000 | PA      | $21051984.46   | 0.09%             | 2037-10-19      | Fixed         | 3.02%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140JHN66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5617911 | PA      | $5339699.52    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                      | TransDigm, Inc.                                                                                  | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    3712000 | PA      | $3822224.13    | 0.02%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                   | Canadian Imperial Bank of Commerce                                                               | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1540000 | PA      | $1594017.70    | 0.01%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                              | GFL Environmental, Inc.                                                                          | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    8539000 | PA      | $8914135.35    | 0.04%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC Trust, Whole Loan, Series 2004-W11, Class 11                                         | CUSIP: 31394AB88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6132926 | PA      | $141893.82     | 0.00%             | 2044-05-25      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                                 | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class DK86                                               | CUSIP: 05494BBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7496000 | PA      | $5917469.83    | 0.02%             | 2051-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2014-60, Class W                                                                    | CUSIP: 38379BNP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85663 | PA      | $85123.35      | 0.00%             | 2029-02-20      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                  | Hilcorp Energy I LP                                                                              | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9460000 | PA      | $9337703.96    | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2021-H10, Class AF                                                                  | CUSIP: 38380Q3N0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22548877 | PA      | $23104817.02   | 0.10%             | 2071-06-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                              | Simon Property Group LP                                                                          | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5086000 | PA      | $3441799.95    | 0.01%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                              | JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1                                               | CUSIP: 466247K51<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42438 | PA      | $43168.02      | 0.00%             | 2034-08-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3138LNKF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24331716 | PA      | $23838372.70   | 0.10%             | 2030-09-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                     | Goodyear Tire & Rubber Co. (The)                                                                 | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3103711.02    | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                               | Tenet Healthcare Corp.                                                                           | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    5461000 | PA      | $5399026.93    | 0.02%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                                  | Japan Tobacco, Inc.                                                                              | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   17171000 | PA      | $17832203.18   | 0.07%             | 2030-06-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UniCredit SpA                                                        | UniCredit SpA                                                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     690000 | PA      | $677391.22     | 0.00%             | 2027-06-03      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                                     | McDonald's Corp.                                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1140389.82    | 0.00%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2009-52, Class PI                                                            | CUSIP: 31396QKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      93358 | PA      | $14204.32      | 0.00%             | 2039-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2005-56, Class IC                                                                   | CUSIP: 38374LRT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21727 | PA      | $2328.03       | 0.00%             | 2035-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA, Series 2009-16, Class SJ                                                                   | CUSIP: 38374XPV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     365029 | PA      | $17930.03      | 0.00%             | 2037-05-20      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                            | RTX Corp.                                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $6718342.40    | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                                              | Quest Diagnostics, Inc.                                                                          | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    6580000 | PA      | $6681346.74    | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140FNC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     812586 | PA      | $767301.59     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                       | Synopsys, Inc.                                                                                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $8208100.47    | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                          | Caesars Entertainment, Inc.                                                                      | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6514943.40    | 0.03%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2010-129, Class PZ                                                           | CUSIP: 31398SHA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1204971 | PA      | $1134137.78    | 0.00%             | 2040-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                              | American Airlines, Inc.                                                                          | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     775000 | PA      | $795097.30     | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1905612 | PA      | $1787215.83    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                             | U.S. Treasury STRIPS Bonds                                                                       | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7625200 | PA      | $3187279.46    | 0.01%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15257038 | PA      | $12917088.85   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                            | Mid-America Apartments LP                                                                        | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1258000 | PA      | $1261259.33    | 0.01%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                      | Goldman Sachs Group, Inc. (The)                                                                  | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   23360000 | PA      | $23757815.66   | 0.10%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                              | JPMorgan Mortgage Trust, Series 2004-S2, Class 5A1                                               | CUSIP: 466247JX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16184 | PA      | $15970.89      | 0.00%             | 2019-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mid-State Capital Corp. Trust                                        | Mid-State Capital Corp. Trust, Series 2005-1, Class M1                                           | CUSIP: 595481AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     308580 | PA      | $308424.77     | 0.00%             | 2040-01-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Mid-State Capital Corp. Trust                                        | Mid-State Capital Corp. Trust, Series 2006-1, Class M2                                           | CUSIP: 59548PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     229274 | PA      | $232200.37     | 0.00%             | 2040-10-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| UKG, Inc.                                                            | UKG, Inc., 1st Lien Term Loan                                                                    | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    9264360 | PA      | $9256670.88    | 0.04%             | 2031-02-10      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 3140QEXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23655195 | PA      | $20038273.68   | 0.08%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LJD29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7765958 | PA      | $7978612.84    | 0.03%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                   | Energy Transfer LP                                                                               | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $6858571.27    | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, Other                                                                                      | CUSIP: 3140LKP80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16162900 | PA      | $16063074.54   | 0.07%             | 2033-05-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co.                                       | Southern California Edison Co.                                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1423000 | PA      | $1358838.01    | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| P2                                                                   | P2                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |   35000000 | PA      | $34958000.00   | 0.14%             | 2031-12-20      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America Corp.                                                | Bank of America Corp.                                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12355000 | PA      | $11673694.52   | 0.05%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                    | Alabama Power Co.                                                                                | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     865000 | PA      | $945207.92     | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA ACES, Series 2018-M2, Class A2                                                              | CUSIP: 3136B0YM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25278291 | PA      | $24689132.23   | 0.10%             | 2028-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                         | New York Life Global Funding                                                                     | CUSIP: 64952WCX9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    2749000 | PA      | $2685318.51    | 0.01%             | 2028-01-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36193UAD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     957227 | PA      | $888888.06     | 0.00%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA, REMIC, Series 2006-77, Class PC                                                            | CUSIP: 31396KGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42975 | PA      | $44363.04      | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Assets                                                        | Energy Assets                                                                                    | CUSIP: 302704AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |    8824273 | PA      | $9016262.51    | 0.04%             | 2044-08-25      | Fixed         | 8.11%                 | No            |                  3 | On Loan: No      |
| FMC GMSR Issuer Trust                                                | FMC GMSR Issuer Trust, Series 2021-GT2, Class B                                                  | CUSIP: 30259RAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21941743 | PA      | $20831988.88   | 0.09%             | 2026-10-25      | Variable      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                 | Columbia Pipelines Operating Co. LLC                                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2890000 | PA      | $3003993.02    | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                 | FREMF Mortgage Trust, Series 2018-KW06, Class C                                                  | CUSIP: 30306WAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12111763 | PA      | $9875014.69    | 0.04%             | 2028-06-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                                       | Carnival Corp.                                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    3275000 | PA      | $3317466.93    | 0.01%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC                              | Banco Nacional de Comercio Exterior SNC                                                          | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    2850000 | PA      | $2769060.00    | 0.01%             | 2031-08-11      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                         | Verizon Communications, Inc.                                                                     | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $1824212.53    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                              | Civitas Resources, Inc.                                                                          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3997605.12    | 0.02%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 36179XXZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16291990 | PA      | $14531239.82   | 0.06%             | 2053-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                              | Civitas Resources, Inc.                                                                          | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    4151000 | PA      | $4310884.07    | 0.02%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA Trust, Whole Loan, Series 2005-W4, Class 1A1                                                | CUSIP: 31394VPT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      63203 | PA      | $64871.78      | 0.00%             | 2045-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                            | Ford Motor Credit Co. LLC                                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1841000 | PA      | $1805780.92    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                      | Citigroup, Inc.                                                                                  | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     814000 | PA      | $862289.28     | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                                | Albertsons Cos., Inc.                                                                            | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3893000 | PA      | $3891803.29    | 0.02%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                            | Sunoco LP                                                                                        | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3422238.57    | 0.01%             | 2032-05-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                                 | GNMA II, 30 Year                                                                                 | CUSIP: 3620AR5U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85898 | PA      | $87285.01      | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes Trust                                          | Tricon American Homes Trust, Series 2019-SFR1, Class F                                           | CUSIP: 89612LAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6796000 | PA      | $6738354.97    | 0.03%             | 2038-03-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                                         | Barclays plc                                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   17880000 | PA      | $20417699.64   | 0.08%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                          | Amgen, Inc.                                                                                      | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3883000 | PA      | $3837473.22    | 0.02%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                           | FHLMC UMBS, 30 Year                                                                              | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11251371 | PA      | $9467435.34    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd. Finance Corp.                                             | Bunge Ltd. Finance Corp.                                                                         | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    6574000 | PA      | $6127438.24    | 0.03%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Baytex Energy Corp.                                                  | Baytex Energy Corp.                                                                              | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    5036000 | PA      | $5140320.74    | 0.02%             | 2030-04-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                         | Royal Caribbean Cruises Ltd.                                                                     | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    3504000 | PA      | $3595002.38    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ACC Trust                                                            | ACC Trust, Series 2022-1, Class C                                                                | CUSIP: 00091HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8481146 | PA      | $2096596.15    | 0.01%             | 2025-10-20      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                                  | Iron Mountain, Inc.                                                                              | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2118212.62    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier, Inc.                                                     | Bombardier, Inc.                                                                                 | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    5515000 | PA      | $5521391.89    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 20 Year                                                                               | CUSIP: 3140J76C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4133714 | PA      | $4102767.63    | 0.02%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                 | FNMA UMBS, 30 Year                                                                               | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   84137382 | PA      | $70247164.63   | 0.29%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                    | Hillenbrand, Inc.                                                                                | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1282037.72    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** JPMorgan Trust II

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer