# EDGAR Filing Document

**Accession Number:** 0000770540
**File Stem:** 0001410368-25-031129
**Filing Date:** 2025-11
**Character Count:** 331161
**Document Hash:** f39abcbcac9c0773e458034af125d690
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031129.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031129

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis Funds Trust I
- **CENTRAL INDEX KEY:** 0000770540

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04323
- **FILM NUMBER:** 251522612

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **STREET 2:** 8TH FLOOR
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IXIS Advisor Funds Trust I
- **DATE OF NAME CHANGE:** 20050502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CDC NVEST FUNDS TRUST I
- **DATE OF NAME CHANGE:** 20010503

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NVEST FUNDS TRUST I
- **DATE OF NAME CHANGE:** 20000202

## Series and Classes Contracts Data

### Loomis Sayles Core Plus Bond Fund (Series ID: S000006660)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018168 | Class A      | NEFRX           |
| C000018170 | Class C      | NECRX           |
| C000018171 | Class Y      | NERYX           |
| C000125481 | Class N      | NERNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Natixis Funds Trust I

- **b. Investment Company Act file number:** 811-04323

- **c. CIK number of Registrant:** 0000770540

- **d. LEI of Registrant:** 01YA4M3ZQ45K0V190G80

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

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2139

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

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

- **b. EDGAR series identifier (if any):** S000006660

- **c. LEI of Series:** ZG5PZ780OFPQSQX3BT09

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7829924859.72

**Total Liabilities:** $174916385.00

**Net Assets:** $7655008474.72

**Delayed Delivery Securities:** $28507228.23

**Cash Not Reported:** $3241101.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9112.65000000 | **1-Year:** -133762.21000000 | **5-Year:** -508673.70000000 | **10-Year:** -401437.40000000 | **30-Year:** -209252.18000000

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

- **3-Month:** -920.26000000 | **1-Year:** -32495.55000000 | **5-Year:** -108456.48000000 | **10-Year:** -63484.38000000 | **30-Year:** -20391.58000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018170 | -0.32%               | 1.17%                | 1.15%                |
| Class ID C000125481 | -0.31%               | 1.34%                | 1.24%                |
| Class ID C000018171 | -0.23%               | 1.25%                | 1.23%                |
| Class ID C000018168 | -0.26%               | 1.33%                | 1.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16261774.46            | $-25553586.74                              |
| Month 2  | $2082805.12              | $63627098.09                               |
| Month 3  | $9672328.50              | $58227726.88                               |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2266000 | PA      | $2262519.67   | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Limited                     | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    2164447 | PA      | $2035922.37   | 0.03%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                         | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    4454260 | PA      | $4115669.21   | 0.05%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3928000 | PA      | $4480681.78   | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    7162000 | PA      | $7450354.44   | 0.10%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                     | DT Auto Owner Trust 2023-1                                                       | CUSIP: 23346KAE0<br>LEI: 549300XVMF0FUK76JG97 | Long             | ABS-O            | CORP              | US        |    1371940 | PA      | $1375768.96   | 0.02%             | 2028-10-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EQ78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9833764 | PA      | $9560814.33   | 0.12%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO IV Ltd                                                              | CUSIP: 81785BAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1815000 | PA      | $1823256.44   | 0.02%             | 2037-04-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4391098.20   | 0.06%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                       | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    1440000 | PA      | $1440018.72   | 0.02%             | 2038-01-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLRJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     939594 | PA      | $964875.47    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                                 | Bryant Park Funding 2024-22 Ltd                                                  | CUSIP: 11766CAA2<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |    6805000 | PA      | $6818575.98   | 0.09%             | 2037-04-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133JLRW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8799175 | PA      | $6541216.30   | 0.09%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     700000 | PA      | $755557.91    | 0.01%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    6226000 | PA      | $6227803.11   | 0.08%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39335267 | PA      | $32077338.59  | 0.42%             | 2062-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Volofin Finance Designated Activity Company             | Volofin Finance Designated Activity Co                                           | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6918477 | PA      | $7053110.61   | 0.09%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $5439684.88   | 0.07%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                     | Frontier Issuer LLC                                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15660000 | PA      | $16159851.54  | 0.21%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                | Sixth Street Lending Partners                                                    | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    5410000 | PA      | $5593261.75   | 0.07%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35217 | PA      | $34858.06     | 0.00%             | 2062-08-20      | Floating      | 4.99%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     708159 | PA      | $724591.09    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-C                                          | CUSIP: 83208AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5001184 | PA      | $4957390.99   | 0.06%             | 2053-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2774812 | PA      | $2133322.40   | 0.03%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2019-VII Ltd                                                        | CUSIP: 171935AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3235000 | PA      | $3282764.78   | 0.04%             | 2038-10-19      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | CarVal CLO II Ltd                                                                | CUSIP: 14686ABE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3799500 | PA      | $3799538.00   | 0.05%             | 2032-04-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AC6<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    5110000 | PA      | $5430141.50   | 0.07%             | 2032-01-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Franklin Park Place CLO                                 | Franklin Park Place CLO VI LLC                                                   | CUSIP: 35455HAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3575000 | PA      | $3588896.03   | 0.05%             | 2038-07-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                    | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24210000 | PA      | $24113300.90  | 0.32%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138Y9PB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     610544 | PA      | $587499.92    | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7539000 | PA      | $5375665.33   | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140H87H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1220925 | PA      | $1205768.22   | 0.02%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                       | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   12940000 | PA      | $12626355.23  | 0.16%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                              | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4661612.28   | 0.06%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C9AB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14587865 | PA      | $14765937.54  | 0.19%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                              | Clover CLO 2018-1 LLC                                                            | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4210000 | PA      | $4225736.98   | 0.06%             | 2037-04-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1985000 | PA      | $1985000.00   | 0.03%             | 2042-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    7245000 | PA      | $7061413.37   | 0.09%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26550000 | PA      | $24682166.08  | 0.32%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131Y0QS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     358798 | PA      | $352575.46    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3302215.20   | 0.04%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  154795000 | PA      | $105030825.40 | 1.37%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                   | Bridge Street CLO III Ltd                                                        | CUSIP: 10806YAY6<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |    3185000 | PA      | $3207521.14   | 0.04%             | 2037-10-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                          | Ziff Davis Inc                                                                   | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $12079867.41  | 0.16%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6910000 | PA      | $7200905.06   | 0.09%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                        | Trestles Clo IV Ltd                                                              | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5001695.00   | 0.07%             | 2034-07-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17375000 | PA      | $15021781.26  | 0.20%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                     | MSD Investment Corp                                                              | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    7545000 | PA      | $7641233.61   | 0.10%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2024-1 Ltd                                                         | CUSIP: 94951AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4105000 | PA      | $4119121.20   | 0.05%             | 2037-07-18      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1377772 | PA      | $1116926.66   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    3245000 | PA      | $3407895.76   | 0.04%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155370900 | PA      | $149241033.24 | 1.95%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C2NM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2839369 | PA      | $2930238.94   | 0.04%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                    | Hercules Capital Inc                                                             | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11831439.02  | 0.15%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                   | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    8730000 | PA      | $8831791.80   | 0.12%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140A33G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     786408 | PA      | $829439.43    | 0.01%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                                   | BCC Middle Market CLO 2025-1 LLC                                                 | CUSIP: 05555YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4215000 | PA      | $4226249.84   | 0.06%             | 2037-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45867565 | PA      | $37405062.70  | 0.49%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YR3U0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     425099 | PA      | $417194.05    | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BCC Middle Market CLO                                   | BCC Middle Market CLO 2019-1 LLC                                                 | CUSIP: 05550GAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4245000 | PA      | $4247033.36   | 0.06%             | 2036-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FUFW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     277837 | PA      | $267983.93    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12845000 | PA      | $12806465.00  | 0.17%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJYS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     734786 | PA      | $712314.87    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                      | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |    4505000 | PA      | $4210510.40   | 0.06%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140HEAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1182916 | PA      | $1196629.47   | 0.02%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                            | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4816000 | PA      | $4493849.77   | 0.06%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138X53P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29011 | PA      | $28589.24     | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7535000 | PA      | $6519023.10   | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6740000 | PA      | $6942138.80   | 0.09%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO II                                                                | CUSIP: 88429PAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2365000 | PA      | $2366227.44   | 0.03%             | 2034-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                 | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1380167 | PA      | $1378621.21   | 0.02%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7270000 | PA      | $7217713.51   | 0.09%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36213TET6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1186 | PA      | $1225.85      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14226000 | PA      | $10242832.95  | 0.13%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NNEX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10935772 | PA      | $11209407.26  | 0.15%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     929000 | PA      | $896485.00    | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                        | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   11765000 | PA      | $11986111.41  | 0.16%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK16                                                                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1531640 | PA      | $1512765.45   | 0.02%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XM4V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1317918 | PA      | $1384618.19   | 0.02%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                          | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10830000 | PA      | $11115045.60  | 0.15%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9X34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33234025 | PA      | $25543921.14  | 0.33%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO 3 Ltd                                                             | CUSIP: 88429RAN8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | KY        |    3470000 | PA      | $3490313.38   | 0.05%             | 2038-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6340000 | PA      | $5094045.45   | 0.07%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   15325000 | PA      | $15312433.50  | 0.20%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                | EQT Corp                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3504000 | PA      | $3481494.23   | 0.05%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                          | Barings CLO Ltd 2018-II                                                          | CUSIP: 06760JBE4<br>LEI: 549300I8OP7Y4MO3JF74 | Long             | ABS-CBDO         | CORP              | KY        |    3810000 | PA      | $3821551.92   | 0.05%             | 2036-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1826000 | PA      | $1872738.55   | 0.02%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128LXBL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2640 | PA      | $2744.40      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                                    | NYACK Park CLO Ltd                                                               | CUSIP: 67080PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2745000 | PA      | $2745000.00   | 0.04%             | 2034-10-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                    | Octagon Investment Partners 49 Ltd                                               | CUSIP: 67578FAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7025942.00   | 0.09%             | 2037-04-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                      | Willis Engine Structured Trust VII                                               | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9433372 | PA      | $9764300.12   | 0.13%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     881267 | PA      | $901520.60    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36225BKL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        186 | PA      | $188.21       | 0.00%             | 2030-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6206000 | PA      | $5970719.37   | 0.08%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XXXVIII Ltd                                          | CUSIP: 08183FAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6890000 | PA      | $6911558.81   | 0.09%             | 2038-01-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                 | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13472101 | PA      | $13886368.58  | 0.18%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XQG76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20391092 | PA      | $21553876.71  | 0.28%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ADFV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5630923 | PA      | $4553771.04   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59864603 | PA      | $48818991.39  | 0.64%             | 2062-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2254997.97   | 0.03%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4030000 | PA      | $4548694.37   | 0.06%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2021-VII Ltd                                                        | CUSIP: 12567HAW2<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |    7190000 | PA      | $7198433.87   | 0.09%             | 2035-01-23      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38376RCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5573 | PA      | $5320.46      | 0.00%             | 2063-05-20      | Floating      | 4.75%                 | No            |                  3 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 79B Ltd                                               | CUSIP: 38181JAE9<br>LEI: 254900KYMBF5APUCPC56 | Long             | ABS-CBDO         | CORP              | KY        |    3895000 | PA      | $3900425.35   | 0.05%             | 2038-04-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2010-C1 Mortgage Trust                                                      | CUSIP: 12622DAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     578108 | PA      | $572214.56    | 0.01%             | 2046-07-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15860000 | PA      | $14394808.63  | 0.19%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DAA7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     250740 | PA      | $234897.42    | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2023-A                                 | CUSIP: 638961AA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    6089812 | PA      | $6262640.93   | 0.08%             | 2071-10-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    9610000 | PA      | $10945405.60  | 0.14%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    8585000 | PA      | $7907324.14   | 0.10%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3142GS7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4789487 | PA      | $5116007.73   | 0.07%             | 2054-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AJ2<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    7654000 | PA      | $6164837.76   | 0.08%             | 2050-01-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2239877.97   | 0.03%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13635000 | PA      | $14097311.72  | 0.18%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                        | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAE3<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   11686150 | PA      | $10892618.34  | 0.14%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                  | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   14279000 | PA      | $13108023.47  | 0.17%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                               | Jabil Inc                                                                        | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    5460000 | PA      | $5028254.92   | 0.07%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                        | GREYWOLF CLO VI Ltd                                                              | CUSIP: 39809GAC9<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    1518000 | PA      | $1519578.72   | 0.02%             | 2031-04-26      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L1VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12039887 | PA      | $9708063.03   | 0.13%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAC3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   11367000 | PA      | $10386596.25  | 0.14%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                           | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6996364 | PA      | $7078018.23   | 0.09%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $1060139.53   | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BGP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40672 | PA      | $40188.95     | 0.00%             | 2060-10-20      | Floating      | 4.82%                 | No            |                  3 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   12750000 | PA      | $8618991.84   | 0.11%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX2G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13863557 | PA      | $12308213.70  | 0.16%             | 2063-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC45                                           | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6596065 | PA      | $6179861.87   | 0.08%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L1UH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1747198 | PA      | $1408817.53   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                           | AIB Group PLC                                                                    | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    5525000 | PA      | $5812218.23   | 0.08%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO VI Ltd                                                                  | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2320000 | PA      | $2328451.76   | 0.03%             | 2038-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   92710000 | PA      | $93789201.88  | 1.23%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH3W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1421293 | PA      | $1467554.44   | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-1                                       | CUSIP: 30168BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1091734 | PA      | $1093484.39   | 0.01%             | 2028-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| POSCO                                                   | POSCO                                                                            | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |    5290000 | PA      | $5309037.81   | 0.07%             | 2026-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  400595000 | PA      | $400579352.76 | 5.23%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36295NGV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60096 | PA      | $63021.74     | 0.00%             | 2038-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 2YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       4288 | NC      | $-1638484.86  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd                                        | Symphony CLO 40 Ltd                                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |    6885000 | PA      | $6902508.56   | 0.09%             | 2038-01-05      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    3220000 | PA      | $3303028.70   | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31760000 | PA      | $31768684.45  | 0.42%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131Y8KD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5260709 | PA      | $5320668.10   | 0.07%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11236000 | PA      | $12588802.38  | 0.16%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WDCF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8628226 | PA      | $9171890.26   | 0.12%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38165000 | PA      | $38343898.44  | 0.50%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3760000 | PA      | $4034480.00   | 0.05%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVII Ltd                                                  | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3160000 | PA      | $3169995.08   | 0.04%             | 2037-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   73850922 | PA      | $60225643.48  | 0.79%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136045000 | PA      | $135354147.16 | 1.77%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-A                                          | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2079135 | PA      | $1895019.49   | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     887442 | PA      | $920812.18    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   14005000 | PA      | $14647215.66  | 0.19%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                          | Empresa Nacional de Telecomunicaciones SA                                        | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |    3360000 | PA      | $2982634.70   | 0.04%             | 2032-09-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                 | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   12803000 | PA      | $12967610.86  | 0.17%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRN36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1348745 | PA      | $1385035.22   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DVFP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23908062 | PA      | $23928198.95  | 0.31%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21690283 | PA      | $18413344.99  | 0.24%             | 2062-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8109242 | PA      | $6232507.84   | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2011-GC5                                            | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5627003 | PA      | $4960667.37   | 0.06%             | 2044-08-10      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXX72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27931917 | PA      | $25076651.77  | 0.33%             | 2062-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   11455000 | PA      | $11417589.46  | 0.15%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2420012.57   | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BRASKEM AMERICA FINANCE                                 | Braskem America Finance Co                                                       | CUSIP: 10554CAA0<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |   21013000 | PA      | $8247392.37   | 0.11%             | 2041-07-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                             | Corning Inc                                                                      | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   12854000 | PA      | $12064473.13  | 0.16%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                                   | Sycamore Tree CLO 2023-2 Ltd                                                     | CUSIP: 87122CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2060000 | PA      | $2067916.58   | 0.03%             | 2037-01-20      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6140000 | PA      | $6082917.16   | 0.08%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                               | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3813774.89   | 0.05%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2025-1                                                  | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1673770 | PA      | $1695869.04   | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    7280000 | PA      | $7589491.15   | 0.10%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CLNM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7376851 | PA      | $7879202.67   | 0.10%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2025-1 Ltd                                                            | CUSIP: 36626AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5525000 | PA      | $5613737.03   | 0.07%             | 2037-07-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust                                                        | CUSIP: 89171DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     388064 | PA      | $386417.27    | 0.01%             | 2053-10-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                              | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   16900000 | PA      | $17281660.31  | 0.23%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    6585000 | PA      | $6871447.50   | 0.09%             | 2032-05-05      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Octagon 62 Ltd                                          | Octagon 62 Ltd                                                                   | CUSIP: 675937BC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3205000 | PA      | $3212611.88   | 0.04%             | 2038-01-23      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5101352 | PA      | $4917834.94   | 0.06%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-C                                 | CUSIP: 63942JAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    5513375 | PA      | $5026886.81   | 0.07%             | 2069-10-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1067880 | PA      | $1101772.35   | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8D69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     534353 | PA      | $544329.32    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3620000 | PA      | $3557005.30   | 0.05%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                              | Atlas Senior Secured Loan Fund VIII Ltd                                          | CUSIP: 04943AAE9<br>LEI: 2549008VGBH29LRDN709 | Long             | ABS-CBDO         | CORP              | KY        |     456724 | PA      | $456824.49    | 0.01%             | 2030-01-16      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FKH37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     325167 | PA      | $322399.71    | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EFU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4773579 | PA      | $4280075.67   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                 | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   15497000 | PA      | $15389965.32  | 0.20%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                          | Carval Clo X-C Ltd                                                               | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |    4965000 | PA      | $4984904.69   | 0.07%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1707000 | PA      | $1785898.24   | 0.02%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2 Ltd                                                                 | CUSIP: 36626CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1855000 | PA      | $1852662.70   | 0.02%             | 2038-10-20      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     309112 | PA      | $312568.67    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     557411 | PA      | $563644.14    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   11436000 | PA      | $11428885.44  | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GSVS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     406031 | PA      | $384082.15    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NGFY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3873146 | PA      | $3897052.37   | 0.05%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138XURG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75942 | PA      | $74781.89     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   15011000 | PA      | $16234957.16  | 0.21%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C66B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     483761 | PA      | $495043.12    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Y6VK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8201164 | PA      | $8612491.02   | 0.11%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                            | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8025000 | PA      | $8310096.15   | 0.11%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO 27 Ltd                                                          | CUSIP: 83013GAE5<br>LEI: 2138005QZ5GFFQO8G389 | Long             | ABS-CBDO         | CORP              | KY        |    5025000 | PA      | $5034733.43   | 0.07%             | 2038-01-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W8R88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4984235 | PA      | $5195972.88   | 0.07%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6692950 | PA      | $5420002.68   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                   | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3986685.98   | 0.05%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31371JMC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3049 | PA      | $3136.92      | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27073316 | PA      | $22077537.02  | 0.29%             | 2063-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                       | 720 East CLO 2022-I Ltd                                                          | CUSIP: 81785AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3500000 | PA      | $3509956.80   | 0.05%             | 2038-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    7160000 | PA      | $7129794.82   | 0.09%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WCWH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5478561 | PA      | $5823756.80   | 0.08%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                               | CUSIP: 3133Q3GS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23056303 | PA      | $23303264.23  | 0.30%             | 2053-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1748827.50   | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2022-1 Ltd                                                     | CUSIP: 69689QAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4695000 | PA      | $4727517.57   | 0.06%             | 2038-10-20      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                    | Tencent Holdings Ltd                                                             | CUSIP: 88032WAW6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    2740000 | PA      | $1912208.38   | 0.02%             | 2060-06-03      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXVII Ltd                                                   | CUSIP: 55820YAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1630000 | PA      | $1636490.66   | 0.02%             | 2038-04-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                        | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   12803000 | PA      | $12299931.08  | 0.16%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLS26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     672526 | PA      | $681690.63    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14312JBJ0<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |     545000 | PA      | $545507.40    | 0.01%             | 2032-01-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  103160000 | PA      | $102295718.30 | 1.34%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6794100 | PA      | $5540611.66   | 0.07%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH6V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     905366 | PA      | $936211.81    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK DE MEXICO                                | Kimberly-Clark de Mexico SAB de CV                                               | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |    2157000 | PA      | $1958458.94   | 0.03%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                     | Compass Datacenters Issuer III LLC                                               | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7550000 | PA      | $7706398.25   | 0.10%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 30 Ltd                                                                   | CUSIP: 00120VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6520000 | PA      | $6543113.40   | 0.09%             | 2037-04-21      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                          | EPR Properties                                                                   | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    4740000 | PA      | $4374623.93   | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  754430700 | PA      | $41788544.08  | 0.55%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135680000 | PA      | $136469699.66 | 1.78%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 2025-1 Ltd                                                            | CUSIP: 36626AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3155000 | PA      | $3166585.16   | 0.04%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC 4 CLO LLC                             | Golub Capital BDC 4 CLO 1 LLC                                                    | CUSIP: 38181CAA2<br>LEI: 254900WMHKX8IBP1H968 | Long             | ABS-CBDO         | CORP              | US        |    6105000 | PA      | $6113406.59   | 0.08%             | 2037-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2017-CH1                                                  | CUSIP: 81746HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32247 | PA      | $30619.67     | 0.00%             | 2047-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6826319 | PA      | $6826319.40   | 0.09%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK24                                                                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6138240 | PA      | $5780034.41   | 0.08%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426AR91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9133936 | PA      | $9128909.33   | 0.12%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2757551.15   | 0.04%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                   | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2014000 | PA      | $2012066.16   | 0.03%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9038000 | PA      | $8934056.76   | 0.12%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4WH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     817952 | PA      | $846713.36    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WBM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1197980 | PA      | $1225222.52   | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2640000 | PA      | $2620715.62   | 0.03%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   15925000 | PA      | $15293639.04  | 0.20%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                   | KKR CLO 22 Ltd                                                                   | CUSIP: 48252WAC7<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | KY        |    1610000 | PA      | $1612018.94   | 0.02%             | 2031-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23090146 | PA      | $20816620.83  | 0.27%             | 2062-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                              | Progress Residential 2023-SFR1 Trust                                             | CUSIP: 74334FAA6<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    2942802 | PA      | $2935027.65   | 0.04%             | 2040-03-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C6BQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2543358 | PA      | $2591567.15   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426AQN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13486750 | PA      | $13796725.09  | 0.18%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   14635000 | PA      | $14523875.57  | 0.19%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2313038.00   | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2018-3                                                 | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2483709 | PA      | $2442334.37   | 0.03%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BKH69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     953260 | PA      | $900973.40    | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17545000 | PA      | $18152401.76  | 0.24%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion Clo XVI Ltd                                                            | CUSIP: 07133MAW6<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |    5930000 | PA      | $5943087.51   | 0.08%             | 2038-01-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12055000 | PA      | $9954406.36   | 0.13%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                 | Natura &Co Luxembourg Holdings Sarl                                              | CUSIP: 63884WAA6<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    1925000 | PA      | $1924191.50   | 0.03%             | 2029-04-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                      | Boston Gas Co                                                                    | CUSIP: 100743AL7<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    2701000 | PA      | $2578638.03   | 0.03%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $6109141.44   | 0.08%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32370000 | PA      | $32101935.94  | 0.42%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91953100 | PA      | $91680114.23  | 1.20%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     660000 | PA      | $661862.88    | 0.01%             | 2033-03-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                           | Ballyrock CLO 2019-1 Ltd                                                         | CUSIP: 05875JAL3<br>LEI: 254900EJNL3EAF77OS82 | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1401069.60   | 0.02%             | 2032-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                           | Fresnillo PLC                                                                    | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |   14428000 | PA      | $11416155.00  | 0.15%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33895000 | PA      | $28022955.97  | 0.37%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CM4N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6251144 | PA      | $6567337.86   | 0.09%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BQQA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7850000 | PA      | $8305197.95   | 0.11%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                            | Jack in the Box Funding LLC                                                      | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4366350 | PA      | $4243369.57   | 0.06%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   12565000 | PA      | $13218854.20  | 0.17%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion Clo XIX Ltd                                                            | CUSIP: 07133VAG1<br>LEI: 549300RYHI0ZPOOD3O84 | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $396714.80    | 0.01%             | 2034-04-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C7RQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4810437 | PA      | $4937829.66   | 0.06%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14179842 | PA      | $13430820.21  | 0.18%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36225BB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3768 | PA      | $3838.08      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   11532000 | PA      | $11520229.63  | 0.15%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   14314000 | PA      | $14605750.24  | 0.19%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24415000 | PA      | $22536189.58  | 0.29%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXYP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5991778 | PA      | $5086527.15   | 0.07%             | 2063-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   11838000 | PA      | $11318140.27  | 0.15%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8095000 | PA      | $8285737.87   | 0.11%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                | Main Street Capital Corp                                                         | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $4698591.97   | 0.06%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KULJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11270821 | PA      | $9095079.62   | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $7101718.13   | 0.09%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     783000 | PA      | $717574.00    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3173825.50   | 0.04%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK22                                                                  | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12696152 | PA      | $11979433.91  | 0.16%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MME46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4250982 | PA      | $4016199.83   | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X5KC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1235341 | PA      | $1292548.23   | 0.02%             | 2049-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33876566 | PA      | $30413638.38  | 0.40%             | 2062-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3326695.07   | 0.04%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254CH1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   18840000 | PA      | $17397798.00  | 0.23%             | 2033-01-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    5243000 | PA      | $5162723.12   | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ABNB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7857291 | PA      | $6350217.27   | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                 | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     983000 | PA      | $776294.76    | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                        | Bain Capital CLO 2024-1 Ltd                                                      | CUSIP: 056920AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5775000 | PA      | $5792480.93   | 0.08%             | 2037-04-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                 | Natura &Co Luxembourg Holdings Sarl                                              | CUSIP: 63883KAB1<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |    2738000 | PA      | $2624420.92   | 0.03%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14770000 | PA      | $12584501.56  | 0.16%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    7292000 | PA      | $7241393.52   | 0.09%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2018-CH3                                                  | CUSIP: 81746WAB4<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |      55128 | PA      | $54532.51     | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KVLP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7246663 | PA      | $5847691.79   | 0.08%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ACBY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6245025 | PA      | $5039373.25   | 0.07%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                  | RR 28 Ltd                                                                        | CUSIP: 74989NAC3<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |    7045000 | PA      | $7068248.50   | 0.09%             | 2037-04-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140J7PY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     828255 | PA      | $789754.28    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FHNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     164202 | PA      | $165154.19    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140HLUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     305371 | PA      | $301390.74    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140Y6VM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5442296 | PA      | $5815023.92   | 0.08%             | 2055-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                                | Sempra Infrastructure Partners LP                                                | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |   12415000 | PA      | $11010712.29  | 0.14%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AFGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4490945 | PA      | $3624052.93   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426DCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7320518 | PA      | $7300859.45   | 0.10%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                          | Wheels Fleet Lease Funding 1 LLC                                                 | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |    6318167 | PA      | $6365667.22   | 0.08%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                   | Civitas Resources Inc                                                            | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4815839.97   | 0.06%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22455000 | PA      | $22578677.87  | 0.29%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                           | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     376263 | PA      | $374829.85    | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRPD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1090255 | PA      | $1125585.25   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                       | Atrium XV                                                                        | CUSIP: 55820LAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1650000 | PA      | $1654502.85   | 0.02%             | 2037-07-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10445000 | PA      | $10919978.44  | 0.14%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    7355000 | PA      | $7560498.70   | 0.10%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CAQ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3646385 | PA      | $3764940.87   | 0.05%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44842295 | PA      | $41208366.54  | 0.54%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W6E52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     249446 | PA      | $262723.02    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                         | Ascot Group Ltd                                                                  | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    2585000 | PA      | $2351421.86   | 0.03%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4336987 | PA      | $4090648.95   | 0.05%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BJN81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3467910 | PA      | $3380118.34   | 0.04%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DPL INC/OHIO                                            | DPL LLC/Ohio                                                                     | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2370728.94   | 0.03%             | 2029-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18801400 | PA      | $18416558.84  | 0.24%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                          | Alpek SAB de CV                                                                  | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    1610000 | PA      | $1411783.08   | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital CLO II                                                                | CUSIP: 88429PBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2905000 | PA      | $2911225.42   | 0.04%             | 2034-07-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NSNJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2401548 | PA      | $2546185.69   | 0.03%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                  | Standard Chartered PLC                                                           | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1415000 | PA      | $1534502.66   | 0.02%             | 2034-07-06      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                        | Gerdau Trade Inc                                                                 | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    7995000 | PA      | $8282820.00   | 0.11%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     524680 | PA      | $538796.65    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                   | Toorak Mortgage Trust 2024-RRTL1                                                 | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660000 | PA      | $3679782.30   | 0.05%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8695000 | PA      | $9035148.40   | 0.12%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MGM24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24106730 | PA      | $19491846.29  | 0.25%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1903891 | PA      | $1929447.63   | 0.03%             | 2060-03-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                | OZLM XVIII Ltd                                                                   | CUSIP: 67112GAE8<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |    2925000 | PA      | $2932994.03   | 0.04%             | 2031-04-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove Clo 11 Ltd                                                           | CUSIP: 09077YAA2<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | KY        |    6625000 | PA      | $6644815.38   | 0.09%             | 2038-01-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                 | OHA Credit Partners XVII Ltd                                                     | CUSIP: 67120MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3335000 | PA      | $3349717.36   | 0.04%             | 2038-01-18      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC                          | VCAT 2025-NPL1 LLC                                                               | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3570791 | PA      | $3578433.79   | 0.05%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WAGL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2722783 | PA      | $2878151.77   | 0.04%             | 2054-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    8035000 | PA      | $8360933.03   | 0.11%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MQBV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7035004 | PA      | $6647815.71   | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                          | Crown City CLO III                                                               | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |    7655000 | PA      | $7656301.35   | 0.10%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BC5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  176060000 | PA      | $4483932.21   | 0.06%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5795000 | PA      | $5910220.88   | 0.08%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4615000 | PA      | $4534237.50   | 0.06%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Aimco                                                   | AIMCO CLO Series 2018-B                                                          | CUSIP: 00900PAQ8<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |    1150000 | PA      | $1154649.45   | 0.02%             | 2037-04-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385V7E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3189 | PA      | $3329.04      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BE73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $22.13        | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  3 | On Loan: No      |
| SM ENERGY CO                                            | SM Energy Co                                                                     | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    6185000 | PA      | $6189768.64   | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners Clo XXXVII Ltd                                           | CUSIP: 08182TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2560000 | PA      | $2566766.08   | 0.03%             | 2038-01-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18998706 | PA      | $15401663.27  | 0.20%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 30 Ltd                                                     | CUSIP: 03333CAE5<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |    2935000 | PA      | $2937301.04   | 0.04%             | 2037-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     568000 | PA      | $515592.85    | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                       | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    8382000 | PA      | $7959693.05   | 0.10%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YNM79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124948 | PA      | $124014.37    | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BV41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      90133 | PA      | $84170.25     | 0.00%             | 2063-04-20      | Fixed         | 2.50%                 | No            |                  3 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                | Brighthouse Financial Inc                                                        | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   13471000 | PA      | $13816608.34  | 0.18%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4837928.91   | 0.06%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                  | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    5452000 | PA      | $5159734.09   | 0.07%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                   | Cayuga Park CLO Ltd                                                              | CUSIP: 149791AS4<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |     525000 | PA      | $525862.05    | 0.01%             | 2034-07-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                      | HARBOUR ENERGY PLC                                                               | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   10855000 | PA      | $11147165.36  | 0.15%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1252265 | PA      | $1252264.93   | 0.02%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                          | Milos CLO Ltd                                                                    | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    3595000 | PA      | $3596290.61   | 0.05%             | 2030-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8EJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     487406 | PA      | $502332.03    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFK63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     441827 | PA      | $442832.31    | 0.01%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                               | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   10435000 | PA      | $11010930.50  | 0.14%             | 2035-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C3X35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1352725 | PA      | $1386809.58   | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QM5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16912712 | PA      | $14256308.14  | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2162290 | PA      | $2205859.74   | 0.03%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     800000 | PA      | $879394.66    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10400829 | PA      | $9337723.81   | 0.12%             | 2062-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385RAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4792 | PA      | $5003.03      | 0.00%             | 2030-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140H7H75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276190 | PA      | $263523.93    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4910000 | PA      | $4941949.37   | 0.06%             | 2028-03-15      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                     | Eastman Chemical Co                                                              | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    8885000 | PA      | $9048204.83   | 0.12%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30790000 | PA      | $30115266.09  | 0.39%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                | Fortitude Group Holdings LLC                                                     | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4687918.22   | 0.06%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11935000 | PA      | $12217042.31  | 0.16%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6835000 | PA      | $6921505.47   | 0.09%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                             | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   21360000 | PA      | $22441884.00  | 0.29%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                  | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    5400000 | PA      | $5618754.00   | 0.07%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                         | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2165000 | PA      | $2170503.43   | 0.03%             | 2038-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19100000 | PA      | $19122967.18  | 0.25%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24662959 | PA      | $21150932.66  | 0.28%             | 2063-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX4Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7382533 | PA      | $6248797.40   | 0.08%             | 2064-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    9140000 | PA      | $8095003.78   | 0.11%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                    | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3257841.34   | 0.04%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO VIII Ltd                                                           | CUSIP: 07132ACN1<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    1065000 | PA      | $1064984.03   | 0.01%             | 2030-07-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140YXZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1688551 | PA      | $1770116.70   | 0.02%             | 2054-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46925000 | PA      | $39420665.78  | 0.51%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KUNP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5316824 | PA      | $4297061.13   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2145934.66   | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    4783000 | PA      | $4697970.27   | 0.06%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28018423 | PA      | $22849091.50  | 0.30%             | 2062-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132ACYK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2001180 | PA      | $2017788.32   | 0.03%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                             | RAD CLO 27 Ltd                                                                   | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8550000 | PA      | $8568946.80   | 0.11%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2020-III Ltd                                                        | CUSIP: 12560EAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4512082.50   | 0.06%             | 2034-10-20      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                        | Enel Americas SA                                                                 | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    2811000 | PA      | $2806029.31   | 0.04%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust           | JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS                    | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7180000 | PA      | $7166171.32   | 0.09%             | 2042-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                    | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   16425000 | PA      | $16882781.18  | 0.22%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    4262000 | PA      | $4146585.17   | 0.05%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418E2V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     212397 | PA      | $225596.43    | 0.00%             | 2054-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72190000 | PA      | $65391168.18  | 0.85%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31402DF70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11967 | PA      | $12458.23     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    3830000 | PA      | $2672995.30   | 0.03%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 59284BAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    9466000 | PA      | $8899174.03   | 0.12%             | 2042-09-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                    | BlueMountain CLO XXIX Ltd                                                        | CUSIP: 09630KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1865000 | PA      | $1867540.13   | 0.02%             | 2034-07-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                             | Equifax Inc                                                                      | CUSIP: 294429AG0<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    3374000 | PA      | $3812813.36   | 0.05%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2024-NPL8 LLC                                                               | CUSIP: 69392DAA0<br>LEI: 254900IGILCZGVE9SS90 | Long             | ABS-MBS          | CORP              | US        |    9870089 | PA      | $9880688.91   | 0.13%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3790000 | PA      | $3581550.00   | 0.05%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   94535000 | PA      | $95303096.88  | 1.24%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140K8ZC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      94984 | PA      | $90390.63     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Madison Park XLIV                                       | Atrium XV                                                                        | CUSIP: 55820LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2016374.00   | 0.03%             | 2037-07-16      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | Cifc Funding 2014-IV-R Ltd                                                       | CUSIP: 12552FBL6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |    1695000 | PA      | $1697796.75   | 0.02%             | 2035-01-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                               | Palmer Square BDC CLO 1 Ltd                                                      | CUSIP: 696928AC4<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |    2485000 | PA      | $2499619.26   | 0.03%             | 2037-07-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                | Cerberus Loan Funding XLVII LLC                                                  | CUSIP: 156945AA5<br>LEI: 635400CIDEC6DQX2EU90 | Long             | ABS-CBDO         | CORP              | US        |    8815000 | PA      | $8835838.66   | 0.12%             | 2036-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4590000 | PA      | $5750657.65   | 0.08%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                    | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAL5<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    1275000 | PA      | $915660.48    | 0.01%             | 2050-06-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   11630000 | PA      | $11587414.31  | 0.15%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                       | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    9801000 | PA      | $9355308.35   | 0.12%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NH3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2201689 | PA      | $2271564.95   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                      | Ardonagh Finco Ltd                                                               | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   18045000 | PA      | $18882089.51  | 0.25%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                            | Falabella SA                                                                     | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |    9285000 | PA      | $8318139.95   | 0.11%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BG22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8394 | PA      | $7386.17      | 0.00%             | 2062-12-20      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $2043979.85   | 0.03%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                   | Tennessee Valley Authority                                                       | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    7669000 | PA      | $6879114.32   | 0.09%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38605.24     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    6365000 | PA      | $6133902.70   | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9XD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     272893 | PA      | $267826.36    | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    8630467 | PA      | $8663481.73   | 0.11%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BGDW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9772032 | PA      | $9237527.86   | 0.12%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140QNC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24009372 | PA      | $19395498.41  | 0.25%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                      | Grupo Televisa SAB                                                               | CUSIP: 000000000<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   54020000 | PA      | $1807893.52   | 0.02%             | 2043-05-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MHT66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15058027 | PA      | $12165689.21  | 0.16%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    1597209 | PA      | $1511548.45   | 0.02%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  127735000 | PA      | $124007732.30 | 1.62%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31426AA32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8245387 | PA      | $8252332.56   | 0.11%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                             | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MBW8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   12845000 | PA      | $13229346.81  | 0.17%             | 2029-09-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138AR3Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2450426 | PA      | $2383753.00   | 0.03%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36210AZH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1403 | PA      | $1446.17      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRGT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3578153 | PA      | $3793161.63   | 0.05%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       1581 | NC      | $211974.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIRCASTLE LTD                                           | Aircastle Ltd                                                                    | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   20287000 | PA      | $19562127.03  | 0.26%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   13655000 | PA      | $10166413.50  | 0.13%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    7720000 | PA      | $7522290.80   | 0.10%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital Clo 4 Ltd                                                             | CUSIP: 883932AW5<br>LEI: 254900CWCIZKD1LSOX71 | Long             | ABS-CBDO         | CORP              | KY        |    4230000 | PA      | $4181054.67   | 0.05%             | 2035-04-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 917288BM3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 1823002000 | PA      | $46176620.08  | 0.60%             | 2031-05-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8DT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     929267 | PA      | $946998.50    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 29 Ltd                                                     | CUSIP: 03332QAE5<br>LEI: 213800XVU2BADRNDSO76 | Long             | ABS-CBDO         | CORP              | KY        |    4125000 | PA      | $4140378.00   | 0.05%             | 2037-07-20      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138XMGX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86041 | PA      | $85398.41     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                     | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   16764000 | PA      | $13524008.81  | 0.18%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    9980000 | PA      | $10365052.75  | 0.14%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BG4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2301431 | PA      | $2240585.66   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WNT85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     227524 | PA      | $218988.71    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                              | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    8520000 | PA      | $9076750.39   | 0.12%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RLGH FINANCE BERMUDA LTD                                | RLGH Finance Bermuda Ltd                                                         | CUSIP: 000000000<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   10540000 | PA      | $11244965.27  | 0.15%             | 2035-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                   | Polen Capital CLO 2025-1 Ltd                                                     | CUSIP: 73110MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3450000 | PA      | $3469402.80   | 0.05%             | 2038-03-06      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Bank                                                    | BANK 2019-BNK20                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3409380 | PA      | $3196104.53   | 0.04%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133AEWT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20994149 | PA      | $16928153.31  | 0.22%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   49535000 | PA      | $49705276.56  | 0.65%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36295NG92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       3421 | PA      | $3592.42      | 0.00%             | 2038-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |   13835000 | PA      | $14905967.35  | 0.19%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BPPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4851022 | PA      | $4593980.38   | 0.06%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  598948000 | PA      | $97709575.12  | 1.28%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     808183 | PA      | $831143.44    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                                   | Silver Point Clo 4 Ltd                                                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |    7000000 | PA      | $7017794.00   | 0.09%             | 2037-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                             | Equifax Inc                                                                      | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2133000 | PA      | $2124045.71   | 0.03%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                          | Air Lease Corp                                                                   | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   19660000 | PA      | $19555262.53  | 0.26%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DQPJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1273652 | PA      | $1294247.87   | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS INC                                    | Smithfield Foods Inc                                                             | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |    1599000 | PA      | $1460878.40   | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX2E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10444258 | PA      | $8516985.20   | 0.11%             | 2063-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    8739000 | PA      | $8037144.17   | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                 | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    6570000 | PA      | $6835756.50   | 0.09%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                            | Navient Corp                                                                     | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $8909676.85   | 0.12%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                       | Wellfleet CLO 2024-2 Ltd                                                         | CUSIP: 94951CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7170000 | PA      | $7199504.55   | 0.09%             | 2038-02-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FMYD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     226344 | PA      | $223142.53    | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CLKS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4970176 | PA      | $5390063.12   | 0.07%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 13 Ltd                                                           | CUSIP: 09090QAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2770000 | PA      | $2782160.30   | 0.04%             | 2038-10-23      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14426000 | PA      | $13529766.43  | 0.18%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MWXE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1361859 | PA      | $1284708.13   | 0.02%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WCLQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5060559 | PA      | $5379417.85   | 0.07%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    1609000 | PA      | $1553695.39   | 0.02%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                        | Norinchukin Bank/The                                                             | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    3575000 | PA      | $3653654.36   | 0.05%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5993000 | PA      | $5596525.77   | 0.07%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140E0SN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     272963 | PA      | $270924.52    | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F0PC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     363668 | PA      | $362256.03    | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | OWN Equipment Fund I LLC                                                         | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5435986 | PA      | $5532757.36   | 0.07%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140JANW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2038022 | PA      | $2057112.36   | 0.03%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                                    | Diameter Capital Clo 3 Ltd                                                       | CUSIP: 25255JAN7<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |    7555000 | PA      | $7584079.20   | 0.10%             | 2038-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2913879 | PA      | $3008260.03   | 0.04%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    7955000 | PA      | $8439300.40   | 0.11%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                  | Rockford Tower CLO 2017-1 Ltd                                                    | CUSIP: 77340EAY2<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |    1495000 | PA      | $1495941.85   | 0.02%             | 2034-04-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YAN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     257811 | PA      | $250116.08    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1532321.94   | 0.02%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7956000 | PA      | $5503188.75   | 0.07%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2019-GC43                                    | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7070071 | PA      | $6615459.07   | 0.09%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    7952000 | PA      | $7970359.82   | 0.10%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   11526000 | PA      | $11498634.74  | 0.15%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38376RAC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     838642 | PA      | $815424.92    | 0.01%             | 2065-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                     | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8877514 | PA      | $8210210.80   | 0.11%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds | Republic of South Africa Government International Bonds                          | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   14320000 | PA      | $13730445.60  | 0.18%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                  | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2971134.56   | 0.04%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                           | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    4958210 | PA      | $4684117.12   | 0.06%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KSB22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10657383 | PA      | $8599931.91   | 0.11%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XLII Ltd                                                    | CUSIP: 04966HAE6<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |    1405000 | PA      | $1406938.90   | 0.02%             | 2030-11-21      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $9038262.23   | 0.12%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13321000 | PA      | $13180811.53  | 0.17%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                          | Palmer Square Loan Funding 2022-2 Ltd                                            | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000920.00   | 0.01%             | 2030-10-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140XHY35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4277029 | PA      | $3286810.16   | 0.04%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove CLO 6 Ltd                                                            | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |    8450000 | PA      | $8470770.10   | 0.11%             | 2037-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                     | FS KKR Capital Corp                                                              | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   19629000 | PA      | $19540025.67  | 0.26%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L6SH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4653829 | PA      | $3752507.96   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28172447 | PA      | $23051879.43  | 0.30%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140MX6R0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4225152 | PA      | $3988675.59   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                                   | Bridge Street CLO Ltd                                                            | CUSIP: 107921AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2430000 | PA      | $2442956.76   | 0.03%             | 2038-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2024-2 LTD                                                     | CUSIP: 69703LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2365000 | PA      | $2388439.04   | 0.03%             | 2037-07-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138YXGE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     226692 | PA      | $224048.57    | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   80785000 | PA      | $81293061.71  | 1.06%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3131Y3GN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     651548 | PA      | $658162.55    | 0.01%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                 | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   10958000 | PA      | $10860650.88  | 0.14%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   22485000 | PA      | $25783931.75  | 0.34%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                             | Balboa Bay Loan Funding 2024-2 Ltd                                               | CUSIP: 05765AAA9<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |    6715000 | PA      | $6741141.50   | 0.09%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                  | Canyon CLO 2018-1 Ltd                                                            | CUSIP: 13877BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $500572.00    | 0.01%             | 2031-07-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17728831 | PA      | $15895127.79  | 0.21%             | 2063-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                               | Palmer Square BDC CLO 1 Ltd                                                      | CUSIP: 696928AA8<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |    2600000 | PA      | $2608941.40   | 0.03%             | 2037-07-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140L5HW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5315341 | PA      | $4285885.89   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2315000 | PA      | $2373426.90   | 0.03%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2022-2                                     | CUSIP: 96042VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     419787 | PA      | $419828.52    | 0.01%             | 2027-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    5886667 | PA      | $5855289.56   | 0.08%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                             | ALTDE 2025-1 Trust                                                               | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9682163 | PA      | $9923365.10   | 0.13%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                | Neuberger Berman Loan Advisers CLO 27 Ltd                                        | CUSIP: 64131WAU1<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5035805.00   | 0.07%             | 2038-07-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   10315000 | PA      | $10288280.64  | 0.13%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                  | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2480666.27   | 0.03%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   15722000 | PA      | $16014746.31  | 0.21%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                    | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    4605000 | PA      | $4785976.50   | 0.06%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5970000 | PA      | $5942948.44   | 0.08%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140GTNN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     535993 | PA      | $527483.43    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                         | OHA Credit Funding 17 Ltd                                                        | CUSIP: 67109SAC1<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |    4355000 | PA      | $4367877.74   | 0.06%             | 2037-04-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $1519505.32   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                         | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2525000 | PA      | $2536195.85   | 0.03%             | 2038-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                     | Synchrony Financial                                                              | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    4815000 | PA      | $4906320.47   | 0.06%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                     | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  105953752 | PA      | $105953752.21 | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2024-1 Ltd                                                              | CUSIP: 73743EAE8<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |    5385000 | PA      | $5404348.31   | 0.07%             | 2037-04-20      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1901000 | PA      | $1927539.20   | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        447 | NC      | $222655.17    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                                 | SCF Equipment Leasing 2024-1 LLC                                                 | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2105000 | PA      | $2161929.73   | 0.03%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                           | BGC Group Inc                                                                    | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $4154477.38   | 0.05%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    7579000 | PA      | $6994497.67   | 0.09%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  123020000 | PA      | $118449998.91 | 1.55%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  233410000 | PA      | $163915818.36 | 2.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C8D36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     714945 | PA      | $734182.87    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6737000 | PA      | $6317921.95   | 0.08%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Arixa Mortgage Trust                                    | Arixa Mortgage Trust 2025-RTL1                                                   | CUSIP: 04046BAA1<br>LEI: 254900Q4SU6C9E56ZJ68 | Long             | ABS-MBS          | CORP              | US        |    4010000 | PA      | $4032375.80   | 0.05%             | 2030-08-25      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                  | Diageo Investment Corp                                                           | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2175196.37   | 0.03%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXXD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44584433 | PA      | $38235711.94  | 0.50%             | 2062-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2024-4 Ltd                                                     | CUSIP: 69703WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2470000 | PA      | $2479511.97   | 0.03%             | 2038-01-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                | CUSIP: 3136BXKX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7960000 | PA      | $7836596.12   | 0.10%             | 2055-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                           | UniCredit SpA                                                                    | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   16095000 | PA      | $15841251.06  | 0.21%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132QRCU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     345852 | PA      | $333060.59    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                   | Palmer Square CLO 2025-1 Ltd                                                     | CUSIP: 69703YAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2520000 | PA      | $2529618.84   | 0.03%             | 2038-04-20      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     309432 | PA      | $309577.51    | 0.00%             | 2028-01-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                         | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   11925000 | PA      | $12195648.01  | 0.16%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BN5H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3903768 | PA      | $3686248.67   | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REZ3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    8160000 | PA      | $8112368.45   | 0.11%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS LLC                              | Navigator Aircraft ABS Ltd                                                       | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    7039674 | PA      | $6677115.90   | 0.09%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| ONEAMERICA FINL PARTNERS                                | OneAmerica Financial Partners Inc                                                | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |    2327000 | PA      | $1824856.67   | 0.02%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140F9PB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13152 | PA      | $13053.95     | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C2NL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2251402 | PA      | $2320838.35   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   13397000 | PA      | $13274085.34  | 0.17%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CDVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     391926 | PA      | $412092.83    | 0.01%             | 2053-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    4021000 | PA      | $4443245.21   | 0.06%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                                      | AOA 2021-1177 Mortgage Trust                                                     | CUSIP: 00192NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22085000 | PA      | $22084750.44  | 0.29%             | 2038-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                   | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3523299.29   | 0.05%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                | Capital One Financial Corp                                                       | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   23295000 | PA      | $25197579.99  | 0.33%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36212DCE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1801 | PA      | $1834.97      | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CMZW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7721965 | PA      | $8112572.50   | 0.11%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6247127.10   | 0.08%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                   | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     950000 | PA      | $992546.73    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X9JZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2026399 | PA      | $2078142.76   | 0.03%             | 2050-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 64B-R Ltd                                             | CUSIP: 38180LAC9<br>LEI: 2549003ONNJ1D27UVJ28 | Long             | ABS-CBDO         | CORP              | JE        |    5155000 | PA      | $5175228.22   | 0.07%             | 2037-10-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133B53T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4406026 | PA      | $3560060.70   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138WKN68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     378505 | PA      | $363903.14    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXZG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19941875 | PA      | $16929119.29  | 0.22%             | 2063-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CAV31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4778894 | PA      | $5065376.37   | 0.07%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                               | Lear Corp                                                                        | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1170495.68   | 0.02%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3138E4CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1183372 | PA      | $1150926.37   | 0.02%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0206A2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -99499000 | PA      | $-80266028.37 | -1.05%            | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2020-I Ltd                                                          | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2935000 | PA      | $2939308.58   | 0.04%             | 2036-07-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                | CUSIP: 36201MM58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1473 | PA      | $1486.35      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXVIII Ltd                                                 | CUSIP: 55821KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     835000 | PA      | $835000.00    | 0.01%             | 2034-07-17      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66935000 | PA      | $52368793.39  | 0.68%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                              | Citadel LP                                                                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2047581.75   | 0.03%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418D4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6671787 | PA      | $5128855.12   | 0.07%             | 2051-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2014-USA OA LLC                                                             | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |    2112208 | PA      | $1940591.04   | 0.03%             | 2037-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital Clo 28 Ltd                                                     | CUSIP: 03330RAC9<br>LEI: 635400KKB8Y6IYOHUU90 | Long             | ABS-CBDO         | CORP              | KY        |     940000 | PA      | $942589.70    | 0.01%             | 2037-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    7660000 | PA      | $7966411.03   | 0.10%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                            | Post CLO 2022-1 LTD                                                              | CUSIP: 73742YAC9<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |    1535000 | PA      | $1535644.70   | 0.02%             | 2035-04-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 31335BZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     957273 | PA      | $969138.43    | 0.01%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                | Liberty Mutual Group Inc                                                         | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    6815000 | PA      | $4843592.10   | 0.06%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLTF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1144826 | PA      | $1177773.60   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        | 1006075000 | PA      | $27668387.45  | 0.36%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                           | AGL CLO 7 Ltd                                                                    | CUSIP: 008511BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1550000 | PA      | $1550000.00   | 0.02%             | 2038-10-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2298 | PA      | $2214.62      | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CJR78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6789971 | PA      | $7174988.72   | 0.09%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8548000 | PA      | $9053672.24   | 0.12%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   14751433 | PA      | $14834380.31  | 0.19%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                            | Point Au Roche Park CLO Ltd                                                      | CUSIP: 73052VAC9<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |    2320000 | PA      | $2323551.92   | 0.03%             | 2034-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                   | American Homes 4 Rent LP                                                         | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1715000 | PA      | $1150596.78   | 0.02%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133CKWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6187231 | PA      | $6608556.81   | 0.09%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                               | GATX Corp                                                                        | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    4160000 | PA      | $4455708.11   | 0.06%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41925000 | PA      | $41787433.59  | 0.55%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                               | CUSIP: 3137HB4W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30076650 | PA      | $31398608.78  | 0.41%             | 2053-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XXIV Ltd                                                        | CUSIP: 83011QAA3<br>LEI: 254900750L60VUYV0C32 | Long             | ABS-CBDO         | CORP              | JE        |    5410000 | PA      | $5426154.26   | 0.07%             | 2037-04-23      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                         | Golub Capital Partners CLO 72 B Ltd                                              | CUSIP: 381941AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6030000 | PA      | $6045732.27   | 0.08%             | 2037-04-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                       | Battalion CLO X Ltd                                                              | CUSIP: 07132JBC7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5004960.00   | 0.07%             | 2035-01-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1298271.23   | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                                  | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |    8715000 | PA      | $9345851.66   | 0.12%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $5629915.28   | 0.07%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W7N92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1306419 | PA      | $1395385.54   | 0.02%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                        | Planet Fitness Master Issuer LLC                                                 | CUSIP: 72703PAD5<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    4617525 | PA      | $4537431.72   | 0.06%             | 2051-12-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                  | Orbia Advance Corp SAB de CV                                                     | CUSIP: 59284BAE8<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    8771000 | PA      | $7496969.27   | 0.10%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX4S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24418336 | PA      | $21649444.48  | 0.28%             | 2064-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  168940000 | PA      | $169811096.88 | 2.22%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK                                        | Norinchukin Bank/The                                                             | CUSIP: 656029AQ8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    6255000 | PA      | $6356825.40   | 0.08%             | 2035-09-09      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| PAN AMERICAN ENERGY LLC                                 | Pan American Energy LLC/Argentina                                                | CUSIP: 69784DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |    3456000 | PA      | $3515063.04   | 0.05%             | 2027-04-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KUMY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11720449 | PA      | $9470022.86   | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                         | CUSIP: 38375BK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7281 | PA      | $6718.11      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31385H5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1778 | PA      | $1783.80      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   21682000 | PA      | $19794148.26  | 0.26%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   76087366 | PA      | $62048610.37  | 0.81%             | 2062-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                    | Birch Grove Clo 9 Ltd                                                            | CUSIP: 09077WAG3<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4017608.00   | 0.05%             | 2037-10-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W7PA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1003241 | PA      | $1043057.73   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                 | Dryden 53 CLO Ltd                                                                | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1710000 | PA      | $1710988.38   | 0.02%             | 2031-01-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                  | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     750000 | PA      | $734107.37    | 0.01%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                    | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   11038000 | PA      | $7136960.97   | 0.09%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                              | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   12720000 | PA      | $13590834.22  | 0.18%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28778800 | PA      | $28868733.75  | 0.38%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133ACXP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6348120 | PA      | $5122548.13   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2025-1                              | CUSIP: 02528DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7210000 | PA      | $7226777.67   | 0.09%             | 2029-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7453000 | PA      | $7323796.80   | 0.10%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2738103.60   | 0.04%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31374TPE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        901 | PA      | $929.53       | 0.00%             | 2029-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   10477000 | PA      | $10002784.79  | 0.13%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2018-EXP1 Trust                                                              | CUSIP: 67097VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     469344 | PA      | $448243.29    | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    9135000 | PA      | $9434474.08   | 0.12%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133W6E37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     197393 | PA      | $207413.01    | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KX2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27995390 | PA      | $22590681.97  | 0.30%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                          | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    7710000 | PA      | $8531115.00   | 0.11%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXWP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  132386546 | PA      | $107961937.76 | 1.41%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1135000 | PA      | $1067077.34   | 0.01%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                              | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   19035000 | PA      | $18958431.71  | 0.25%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                   | Blue Owl Capital Corp                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    9070000 | PA      | $9245310.13   | 0.12%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                       | Cometa Energia SA de CV                                                          | CUSIP: 20039FAA7<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |   14602870 | PA      | $15250624.11  | 0.20%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                      | Baytex Energy Corp                                                               | CUSIP: 07317QAK1<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |   12695000 | PA      | $12429762.10  | 0.16%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRPE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1469868 | PA      | $1515698.92   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140A33H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     329571 | PA      | $346577.24    | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding XXXV Ltd                                                    | CUSIP: 55819MAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     475000 | PA      | $475906.40    | 0.01%             | 2032-04-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31386V2K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        526 | PA      | $542.39       | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FPU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1168085 | PA      | $1159365.50   | 0.02%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NLSZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     943500 | PA      | $953470.42    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                    | SoFi Professional Loan Program 2020-ATrust                                       | CUSIP: 83406TAB8<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    1169748 | PA      | $1131575.50   | 0.01%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    8646000 | PA      | $9024160.56   | 0.12%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   23640000 | PA      | $22325614.35  | 0.29%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                             | OCP CLO 2020-8R Ltd                                                              | CUSIP: 670898AS4<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    6235000 | PA      | $6235000.00   | 0.08%             | 2036-10-17      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    7685000 | PA      | $7206854.67   | 0.09%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                   | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     982000 | PA      | $968015.20    | 0.01%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   11020000 | PA      | $11993176.20  | 0.16%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DSRG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9371463 | PA      | $9368183.69   | 0.12%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    6635000 | PA      | $6895968.15   | 0.09%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132M6G87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     172753 | PA      | $171357.67    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     125000 | PA      | $114418.83    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FX3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4625006 | PA      | $4106106.70   | 0.05%             | 2063-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate Clo 13 Ltd                                                              | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |    2945000 | PA      | $2957698.84   | 0.04%             | 2037-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418BXU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     508221 | PA      | $504425.07    | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   24047000 | PA      | $23624203.48  | 0.31%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                            | Ford Credit Auto Lease Trust 2023-B                                              | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4805000 | PA      | $4848912.90   | 0.06%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NRMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     907977 | PA      | $940264.00    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE LOS FERROCARR                                | Empresa de los Ferrocarriles del Estado                                          | CUSIP: 292487AA3<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |    2903000 | PA      | $1825943.25   | 0.02%             | 2050-08-18      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   10220000 | PA      | $10575788.86  | 0.14%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12326000 | PA      | $8427344.75   | 0.11%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38170000 | PA      | $37973185.94  | 0.50%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                           | PPM CLO 5 Ltd                                                                    | CUSIP: 69356TAC5<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | ABS-CBDO         | CORP              | KY        |    3730000 | PA      | $3732984.00   | 0.05%             | 2034-10-18      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5900000 | PA      | $5476398.41   | 0.07%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WCDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14117567 | PA      | $15009075.85  | 0.20%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                                   | Polen Capital CLO 2025-1 Ltd                                                     | CUSIP: 73110MAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3845000 | PA      | $3871518.97   | 0.05%             | 2038-03-06      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXUC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34013192 | PA      | $27737860.21  | 0.36%             | 2061-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   18675000 | PA      | $19128776.73  | 0.25%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    9138000 | PA      | $9096752.99   | 0.12%             | 2043-04-30      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3945000 | PA      | $3977031.51   | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5357320.26   | 0.07%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4V35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1183012 | PA      | $1220717.17   | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31414710 | PA      | $25437760.53  | 0.33%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 15 Ltd                                                     | CUSIP: 03329FBE3<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |    1735000 | PA      | $1748578.11   | 0.02%             | 2038-07-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                         | MVW 2024-2 LLC                                                                   | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4794370 | PA      | $4788396.18   | 0.06%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                | Americredit Automobile Receivables Trust 2023-1                                  | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4420000 | PA      | $4503716.13   | 0.06%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34315000 | PA      | $33730572.66  | 0.44%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   15013000 | PA      | $14875925.61  | 0.19%             | 2027-01-13      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                | Uruguay Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   93095000 | PA      | $2370962.56   | 0.03%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                   | Georgetown University/The                                                        | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    3408000 | PA      | $3048490.08   | 0.04%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                               | Anchorage Capital CLO 15 Ltd                                                     | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |    3140000 | PA      | $3153816.00   | 0.04%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                                      | 37 Capital Clo 1 Ltd                                                             | CUSIP: 88430TAG6<br>LEI: 549300GZ8MP9ZGVMJ424 | Long             | ABS-CBDO         | CORP              | KY        |    3395000 | PA      | $3399980.47   | 0.04%             | 2034-10-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                        | CIFC Funding 2024-III Ltd                                                        | CUSIP: 12575WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7105000 | PA      | $7131046.93   | 0.09%             | 2037-07-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                   | Qnity Electronics Inc                                                            | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5164087.25   | 0.07%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust 2021-NRD                                                               | CUSIP: 05592CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7135000 | PA      | $7082398.64   | 0.09%             | 2038-12-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   31285000 | PA      | $33601507.84  | 0.44%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    2215000 | PA      | $2306891.49   | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                  | UNIV OF VIRGINIA VA UNIV REVENUES                                                | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12785000 | PA      | $7529161.93   | 0.10%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                         | Zayo Issuer LLC                                                                  | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16950000 | PA      | $17441414.40  | 0.23%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   98135000 | PA      | $88701006.69  | 1.16%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                    | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    3475000 | PA      | $3211039.00   | 0.04%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance                                | Horizon Aircraft Finance IV Ltd                                                  | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   26585750 | PA      | $26949549.40  | 0.35%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133WF3G0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1723354 | PA      | $1821858.50   | 0.02%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5825371.86   | 0.08%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KTP82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6374887 | PA      | $5179098.83   | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   16635000 | PA      | $17355094.55  | 0.23%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                          | Garnet CLO 3 Ltd                                                                 | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6285000 | PA      | $6285000.00   | 0.08%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6930000 | PA      | $6966237.46   | 0.09%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| BRF SA                                                  | BRF SA                                                                           | CUSIP: 10552TAH0<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   12933000 | PA      | $11072717.28  | 0.14%             | 2050-09-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140X7DY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     761280 | PA      | $768385.95    | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133BNUS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8726884 | PA      | $8244220.35   | 0.11%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                    | Thaioil Treasury Center Co Ltd                                                   | CUSIP: 88322YAB7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    6137000 | PA      | $5367358.83   | 0.07%             | 2043-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140FXVM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27409860 | PA      | $22403278.14  | 0.29%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $9327693.39   | 0.12%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                        | WFRBS Commercial Mortgage Trust 2011-C4                                          | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3126843 | PA      | $3025251.75   | 0.04%             | 2044-06-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3132DWK51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116615 | PA      | $123524.29    | 0.00%             | 2054-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863AY6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    3322000 | PA      | $2553554.66   | 0.03%             | 2050-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                   | Minerva Luxembourg SA                                                            | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   11030000 | PA      | $10082424.83  | 0.13%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140KRMV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2589625 | PA      | $2089700.78   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C2M62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1089952 | PA      | $1105642.12   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 31329PE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1117229 | PA      | $1128571.48   | 0.01%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31411FLP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47468 | PA      | $49460.32     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5851795 | PA      | $5983177.28   | 0.08%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1338000 | PA      | $1457419.80   | 0.02%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132M4EG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      69895 | PA      | $69683.84     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                               | Lear Corp                                                                        | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |   10531000 | PA      | $9494247.27   | 0.12%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                 | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    6970000 | PA      | $7209373.08   | 0.09%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1439433 | PA      | $1164517.28   | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12405000 | PA      | $12536803.13  | 0.16%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132QWUH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17045 | PA      | $16889.19     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                         | Symetra CLO 2025-1 Ltd                                                           | CUSIP: 87153AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1660000 | PA      | $1672619.32   | 0.02%             | 2038-04-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71990000 | PA      | $53345714.48  | 0.70%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C3X27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2479962 | PA      | $2559005.05   | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                       | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    5405000 | PA      | $5614822.10   | 0.07%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140HE6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     775704 | PA      | $733772.30    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TICP CLO LTD                                            | TICP CLO XII Ltd                                                                 | CUSIP: 87250FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1880000 | PA      | $1881906.32   | 0.02%             | 2034-07-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14056206 | PA      | $11390073.03  | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                              | Citadel LP                                                                       | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2434355.01   | 0.03%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                            | AGL CLO 44 Ltd                                                                   | CUSIP: 00121RAG9<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |    5685000 | PA      | $5645909.94   | 0.07%             | 2037-10-22      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                       | Generate CLO 7 Ltd                                                               | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7020825.00   | 0.09%             | 2037-04-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                                  | Methanex US Operations Inc                                                       | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11890000 | PA      | $12097694.52  | 0.16%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc                                                                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    1027000 | PA      | $1041706.87   | 0.01%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                               | Wellington Management CLO 1 Ltd                                                  | CUSIP: 94957JAE4<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |    2280000 | PA      | $2285880.12   | 0.03%             | 2036-10-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                      | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    8010000 | PA      | $8119704.96   | 0.11%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                         | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151BAE5<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |    6505000 | PA      | $6537830.74   | 0.09%             | 2038-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                            | CUSIP: 3132WGYG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     632908 | PA      | $629463.70    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                 | CUSIP: 3133C4VA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1048791 | PA      | $1067119.67   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGJ7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    1840000 | PA      | $1855560.33   | 0.02%             | 2027-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                  | CUSIP: 3140NENV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8580891 | PA      | $8323464.22   | 0.11%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                              | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13580000 | PA      | $13760359.38  | 0.18%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                   | Countrywide Asset-Backed Certificates                                            | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       7257 | PA      | $6863.96      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  3 | On Loan: No      |
| Klabin Austria GmbH                                     | Klabin Austria GmbH                                                              | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |   10225000 | PA      | $10814164.50  | 0.14%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XVII Ltd                                                               | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    4950000 | PA      | $4970349.45   | 0.06%             | 2037-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Natixis Funds Trust I

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer