# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-26-000268
**Filing Date:** 2026-5
**Character Count:** 1117496
**Document Hash:** a998f054cf1ee42ec31041ecf5f84b95
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-26-000268.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000836906-26-000268

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 261037017

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Core-Plus Bond ETF (Series ID: S000083198)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000246715 | ETF Shares   | VPLS            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD CORE-PLUS BOND ETF

- **b. EDGAR series identifier (if any):** S000083198

- **c. LEI of Series:** 529900XBD4FFIDOM5S90

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1626727506.74

**Total Liabilities:** $275402509.12

**Net Assets:** $1351324997.62

**Delayed Delivery Securities:** $266326290.26

**Cash Not Reported:** $917154.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2162.18016442 | **1-Year:** -48098.31201110 | **5-Year:** -148650.51197696 | **10-Year:** -205862.91642504 | **30-Year:** -79084.04854486

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

- **3-Month:** -488.62899975 | **1-Year:** -11561.48949591 | **5-Year:** -22069.61119021 | **10-Year:** -12029.33569019 | **30-Year:** -2334.33078228

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000246715 | 0.36%                | 1.47%                | -1.93%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $371116.75               | $202156.21                                 |
| Month 2  | $1338279.12              | $12319452.23                               |
| Month 3  | $-713899.28              | $-31963686.75                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Universal Bond Index

- **Index Identifier:** I00037

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                     | MSBAM 2025-C35 AS                  | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190000 | PA      | $195551.80    | 0.01%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33821.11     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2013-149 MZ                    | CUSIP: 38378UMF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     490879 | PA      | $430639.91    | 0.03%             | 2043-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     350000 | PA      | $340697.83    | 0.03%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9915.00      | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | BELL 2025-1A A2I                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     490000 | PA      | $482471.84    | 0.04%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1626983.97   | 0.12%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6711                          | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306843 | PA      | $285210.62    | 0.02%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO                   | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      90000 | PA      | $71102.77     | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC1148                          | CUSIP: 3140Y7H27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1349524 | PA      | $1344041.83   | 0.10%             | 2055-10-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $199386.30    | 0.01%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 10Y RTR 3.350000 16-OCT-2030  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4800000 | NC      | $125198.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      95000 | PA      | $95601.82     | 0.01%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1278723.64   | 0.09%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                              | BLUE RACER MID/F                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $51595.44     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD4132                          | CUSIP: 3132E0SV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     382305 | PA      | $395645.12    | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     340000 | PA      | $342134.50    | 0.03%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     825000 | PA      | $641008.86    | 0.05%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     109000 | PA      | $107066.18    | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7915                          | CUSIP: 3140JCYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     521323 | PA      | $522965.05    | 0.04%             | 2056-01-01      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     445000 | PA      | $435847.42    | 0.03%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     657000 | PA      | $652732.96    | 0.05%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:47246942                                              | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24396.65     | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8347                          | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1109138 | PA      | $1078788.88   | 0.08%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                              | BOBA 2023-2A BR                    | CUSIP: 05766JAQ4<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |     230000 | PA      | $229870.46    | 0.02%             | 2036-10-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     570000 | PA      | $549518.62    | 0.04%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                          | GLOBAL ATLANTI                     | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     138000 | PA      | $148250.68    | 0.01%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114874.16    | 0.01%             | 2053-04-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98865.12     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 4/26                      | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25600000 | PA      | $25707000.32  | 1.90%             | 2026-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                  | CARMX 2025-4 D                     | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $19944.49     | 0.00%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                                  | OCT57 2021-1A AR                   | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     150000 | PA      | $149739.00    | 0.01%             | 2034-10-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 DE3686                          | CUSIP: 3618J9CX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20541 | PA      | $21467.97     | 0.00%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                    | HUDSON PACIFIC                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9439.35      | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB9934                          | CUSIP: 3140QWBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     226499 | PA      | $228852.97    | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81216.76     | 0.01%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eaton Capital ULC                                                               | EATON CAPITAL                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     200000 | PA      | $200007.56    | 0.01%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     400000 | PA      | $382293.44    | 0.03%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                    | ANTERO MIDSTREAM                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $59381.10     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    2208779 | PA      | $1233954.15   | 0.09%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      34725 | PA      | $34264.89     | 0.00%             | 2030-09-19      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1397518.96   | 0.10%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $102291.02    | 0.01%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA1715                          | CUSIP: 3140W13Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1413742 | PA      | $1200034.19   | 0.09%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    1710000 | PA      | $1690701.24   | 0.13%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                            | AMSR 2024-SFR2 A                   | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $97608.52     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     451000 | PA      | $451109.77    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                                   | SDART 2025-4 D                     | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     220000 | PA      | $218413.32    | 0.02%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                    | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     281000 | PA      | $283337.99    | 0.02%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                   | DISCOVERY HLDG                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      40000 | PA      | $24239.00     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: 718286DA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    1700000 | PA      | $1700914.85   | 0.13%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                              | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     253991 | PA      | $254308.72    | 0.02%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                                   | CAS 2025-R01 1A1                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47460 | PA      | $47342.61     | 0.00%             | 2045-01-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     520000 | PA      | $377735.46    | 0.03%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      60000 | PA      | $51451.58     | 0.00%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6 4/26                        | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17900000 | PA      | $18239820.76  | 1.35%             | 2026-04-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                     | CAPST 2024-1 A                     | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      15000 | PA      | $15008.19     | 0.00%             | 2028-10-16      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1028191.09   | 0.08%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     820000 | PA      | $707964.97    | 0.05%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-1 C                      | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40495.41     | 0.00%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                   | CUSIP: EK7979033<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $76600.43     | 0.01%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1571                          | CUSIP: 3140XGW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1403600 | PA      | $1134760.70   | 0.08%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112555.85    | 0.01%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB9492                          | CUSIP: 3140QVRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1137394 | PA      | $1146727.08   | 0.08%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      10000 | PA      | $10186.51     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1013000 | PA      | $737946.76    | 0.05%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      10000 | PA      | $7964.78      | 0.00%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2762000 | PA      | $2707519.57   | 0.20%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     400000 | PA      | $387016.63    | 0.03%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     230000 | PA      | $217283.71    | 0.02%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2375                          | CUSIP: 3140QMT95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2650790 | PA      | $2265822.53   | 0.17%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4466                          | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1186914 | PA      | $1004897.49   | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9430.76      | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     760000 | PA      | $750640.99    | 0.06%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     300000 | PA      | $292279.80    | 0.02%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1168500.00   | 0.09%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      11000 | PA      | $10765.44     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF COMPUTE LLC                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $232478.68    | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     475000 | PA      | $471300.55    | 0.03%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1194000 | PA      | $1200016.64   | 0.09%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                                               | DRSLF 2021-90A BR                  | CUSIP: 262484AQ1<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |     290000 | PA      | $290275.50    | 0.02%             | 2038-11-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KZ        |     200000 | PA      | $195741.74    | 0.01%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2024-1A C                    | CUSIP: 42806MCR8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101491.45    | 0.01%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.850000 20-JAN-2028   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -6600000 | NC      | $-49230.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     570000 | PA      | $506121.11    | 0.04%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1900000 | PA      | $1487640.63   | 0.11%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 5.5 4/26                      | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -26100000 | PA      | $-26209090.17 | -1.94%            | 2026-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                 | DRVPNK 2025-1A D                   | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $50615.29     | 0.00%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     460000 | PA      | $469222.34    | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     100000 | PA      | $88275.42     | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Acushnet Co                                                                     | ACUSHNET                           | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59854.54     | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Aon North America Inc                                                           | AON NORTH AMER                     | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $459839.76    | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     677000 | PA      | $657619.38    | 0.05%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     122000 | PA      | $100951.25    | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 788130                          | CUSIP: 3622AD4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     447777 | PA      | $455602.97    | 0.03%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3408000 | PA      | $3315877.51   | 0.25%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2023-6 C                      | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $161607.92    | 0.01%             | 2031-09-22      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     279300 | PA      | $278427.19    | 0.02%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     110000 | PA      | $75403.76     | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1005027.77   | 0.07%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2024-7 C                      | CUSIP: 92348KDL4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100659.62    | 0.01%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     435000 | PA      | $424858.66    | 0.03%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | VDCR 2025-1A A2A                   | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-CBDO         | CORP              | US        |     190000 | PA      | $185785.00    | 0.01%             | 2050-08-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                              | GCAT 2024-INV4 A1                  | CUSIP: 367919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260237 | PA      | $263001.82    | 0.02%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR MDIA INC                   | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     235000 | PA      | $236817.88    | 0.02%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2664                          | CUSIP: 3140QM6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16447 | PA      | $14593.28     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                          | TAKEOFF MERGER                     | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3794049.33   | 0.28%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                     | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      60000 | PA      | $59325.58     | 0.00%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications                                                     | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     210000 | PA      | $195834.13    | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA1697                          | CUSIP: 3140W13F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241429 | PA      | $212811.20    | 0.02%             | 2053-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8268                          | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     630702 | PA      | $612458.42    | 0.05%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-6A C                    | CUSIP: 42806MDS5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $98805.15     | 0.01%             | 2032-05-25      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $523803.25    | 0.04%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $450.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                                                 | DRVPNK 2026-1A C                   | CUSIP: 05330WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $79402.63     | 0.01%             | 2031-10-14      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2025-A B                     | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      10925 | PA      | $10999.44     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4333                          | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     519435 | PA      | $454900.50    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89469.55     | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                         | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63011.42     | 0.00%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91831.97     | 0.01%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                                    | WLAKE 2026-1A D                    | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     340000 | PA      | $336574.26    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government Bond                                        | REP SOUTH AFRICA                   | CUSIP: EF5565850<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   36360000 | PA      | $1728776.31   | 0.13%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SBCLN 2024-B D                     | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     196126 | PA      | $197516.64    | 0.01%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C6060                          | CUSIP: 3142BGWV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     442742 | PA      | $439508.98    | 0.03%             | 2055-10-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                    | HACLN 2025-1 B                     | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     162678 | PA      | $163245.18    | 0.01%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DNKN 2019-1A A23                   | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     102850 | PA      | $101650.32    | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     839000 | PA      | $828253.23    | 0.06%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0772                          | CUSIP: 3132DM2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2205567 | PA      | $1890082.81   | 0.14%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB9139                          | CUSIP: 3140QVEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     221791 | PA      | $225829.13    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29078.51     | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     138000 | PA      | $122180.91    | 0.01%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                                              | GCAT 2024-INV4 A6                  | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131609 | PA      | $131669.72    | 0.01%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB8187                          | CUSIP: 3132D6CY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     636664 | PA      | $608007.32    | 0.04%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                          | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $234470.83    | 0.02%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                              | SEALED AIR/US                      | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $6091.88      | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $404395.98    | 0.03%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2016-43 GZ                     | CUSIP: 3136ASXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133928 | PA      | $119657.75    | 0.01%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 788397                          | CUSIP: 3622AEGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1497676 | PA      | $1497585.00   | 0.11%             | 2056-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39723.79     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                      | EART 2025-5A C                     | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99590.21     | 0.01%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3 4/26                        | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -7500000 | PA      | $-6591210.75  | -0.49%            | 2026-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12020.55     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $382402.73    | 0.03%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                            | MATADOR RESOURC                    | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74482.48     | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                                          | FORDR 2025-2 B                     | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $110235.31    | 0.01%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92593.81     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     224000 | PA      | $222434.84    | 0.02%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     590000 | PA      | $578446.84    | 0.04%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      48000 | PA      | $45508.35     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2462                          | CUSIP: 3140XHWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2808255 | PA      | $2496185.41   | 0.18%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1670250.00   | 0.12%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48425.34     | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                              | ASURION LLC/CO                     | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      85000 | PA      | $82792.17     | 0.01%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd                                                       | SHARJAH SUKUK                      | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |    1220000 | PA      | $1179991.20   | 0.09%             | 2027-06-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1159000 | PA      | $989858.44    | 0.07%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2281000 | PA      | $2289019.13   | 0.17%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1492                          | CUSIP: 3132DNUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     176326 | PA      | $175808.40    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                       | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     420000 | PA      | $421743.24    | 0.03%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     310000 | PA      | $309942.82    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     800000 | PA      | $602604.23    | 0.04%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSU                     | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     880000 | PA      | $850290.74    | 0.06%             | 2047-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $91842.15     | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                             | DEFT 2025-2 D                      | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99649.84     | 0.01%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     785000 | PA      | $863665.49    | 0.06%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                                                   | SERVICE CORP                       | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99885.67     | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     152000 | PA      | $146012.02    | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS8050                          | CUSIP: 3140XP5L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     618861 | PA      | $629257.17    | 0.05%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     370000 | PA      | $225323.94    | 0.02%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8128                          | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6140534 | PA      | $4995107.29   | 0.37%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PAR                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     115000 | PA      | $116213.40    | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                             | DRIVE 2024-1 C                     | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $70658.11     | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                                | ABCLN 2025-B C                     | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     207566 | PA      | $208116.39    | 0.02%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| First Student Bidco Inc / First Transit Parent Inc                              | FRST STU BIDCO                     | CUSIP: 337120AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $47776.00     | 0.00%             | 2029-07-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                               | LADAR 2024-3A D                    | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20055.98     | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     820000 | PA      | $858831.44    | 0.06%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                      | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      90000 | PA      | $76483.90     | 0.01%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100802.65    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4720                          | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357368 | PA      | $341291.29    | 0.03%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                   | GENMAB/GENMAB                      | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      10000 | PA      | $10251.58     | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2012-111 AZ                    | CUSIP: 3136A9DD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     337896 | PA      | $318276.50    | 0.02%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7704                          | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2428893 | PA      | $2002623.10   | 0.15%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6.5 4/26                      | CUSIP: 01F062648<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -18400000 | PA      | $-19029625.92 | -1.41%            | 2026-04-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9015                          | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     730803 | PA      | $709436.23    | 0.05%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-81 YK                     | CUSIP: 3136AFN75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $283173.93    | 0.02%             | 2043-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                               | ESART 2025-2 B                     | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20041.70     | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                            | REP OF CYPRUS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CY        |    4291000 | PA      | $4820418.53   | 0.36%             | 2036-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    1600000 | PA      | $1553441.68   | 0.11%             | 2031-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-227 F                     | CUSIP: 38383FQM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      87308 | PA      | $74869.26     | 0.01%             | 2051-12-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                        | BUILDERS FIRSTSO                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70041.01     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: 903724CA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |      12431 | PA      | $6661.40      | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC0265                          | CUSIP: 3140Y6JK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1140956 | PA      | $1172566.56   | 0.09%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9170                          | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     459611 | PA      | $457141.08    | 0.03%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS NRG                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $90369.16     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS INC                       | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195985.12    | 0.01%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     185000 | PA      | $174320.88    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH AMERICA FIN                    | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     450000 | PA      | $443971.64    | 0.03%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                   | CHAOT 2024-1A C                    | CUSIP: 16144BAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      85000 | PA      | $86256.39     | 0.01%             | 2030-01-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     387000 | PA      | $388011.16    | 0.03%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      25000 | PA      | $16254.91     | 0.00%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                             | ENERGUATE TR 2 0                   | CUSIP: N/A<br>LEI: 2549000ZL9MU01FZK194       | Long             | DBT              | CORP              | KY        |     390000 | PA      | $383469.22    | 0.03%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8B0503                          | CUSIP: 3142AWRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     214074 | PA      | $215500.81    | 0.02%             | 2055-11-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                  | SFAST 2025-1A C                    | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $60378.04     | 0.00%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                      | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19801.12     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                           | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      75000 | PA      | $75385.00     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     445000 | PA      | $429557.05    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-11INV                                              | FSMT 2021-11IN A4                  | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142008 | PA      | $118138.41    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKU                     | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |    5005000 | PA      | $4971629.66   | 0.37%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: 80413TBS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    3320000 | PA      | $3157465.21   | 0.23%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                                                | SEMT 2024-INV1 A5                  | CUSIP: 816939AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49314 | PA      | $49520.45     | 0.00%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9668                          | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     417855 | PA      | $422416.18    | 0.03%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                        | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     180000 | PA      | $176858.73    | 0.01%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                | SFAST 2025-2A C                    | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $160653.28    | 0.01%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29298.59     | 0.00%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-7                                                  | FSMT 2021-7 A17                    | CUSIP: 33852JAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $135052.84    | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     140000 | PA      | $140500.86    | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                                         | STACR 2025-DNA3 A1                 | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |     682000 | PA      | $680560.30    | 0.05%             | 2045-09-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                                      | EART 2026-1A D                     | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     670000 | PA      | $663347.64    | 0.05%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5100000 | PA      | $5098406.25   | 0.38%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     160000 | PA      | $161455.81    | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                   | BBCMS 2025-C32 A5                  | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310000 | PA      | $323704.51    | 0.02%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                                          | CITZN 2024-1 A4                    | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     115000 | PA      | $116089.42    | 0.01%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                           | QTSII 2026-4A A2                   | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     530000 | PA      | $529957.60    | 0.04%             | 2056-03-05      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB                   | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $198270.20    | 0.01%             | 2028-04-06      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 3.241000 06-APR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -28040000 | NC      | $-863.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     110000 | PA      | $108695.43    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     550000 | PA      | $389923.58    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                            | KIOXIA HOLDINGS                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      35000 | PA      | $35606.26     | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $250570.40    | 0.02%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                 | BANK 2022-BNK41 A4                 | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $47228.14     | 0.00%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                          | MSC 2018-L1 AS                     | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $196795.52    | 0.01%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3                                | SFAST 2025-3A C                    | CUSIP: 78398KAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $227399.16    | 0.02%             | 2033-11-21      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: HUF 7.050000 19-MAR-2036 BUB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  306923077 | NC      | $-583.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                  | SFUEL 2025-AA C                    | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $80403.64     | 0.01%             | 2029-08-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305444.28    | 0.02%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198121.00    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44636.18     | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC                   | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      30000 | PA      | $27467.29     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB8854                          | CUSIP: 3140QUZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     426538 | PA      | $440620.80    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4 4/26                        | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3298339.80   | 0.24%             | 2026-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     434000 | PA      | $262798.19    | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     340000 | PA      | $342548.59    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 30Y RTP 5.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -2800000 | NC      | $-0.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      35000 | PA      | $37196.41     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     750000 | PA      | $753144.64    | 0.06%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      80000 | PA      | $74789.08     | 0.01%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (STLA)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -100000 | NC      | $15584.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colbun SA                                                                       | COLBUN SA                          | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |     110000 | PA      | $107536.45    | 0.01%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    1200000 | PA      | $1155435.10   | 0.09%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | N/A       |     100000 | PA      | $112115.99    | 0.01%             | 2031-01-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                      | PNFED 2025-A D                     | CUSIP: 706916AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $19810.87     | 0.00%             | 2033-10-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8801                          | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     407132 | PA      | $413420.54    | 0.03%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                          | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     710000 | PA      | $698702.33    | 0.05%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                            | SIX FLAGS ENTE                     | CUSIP: 150190AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $28690.28     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | SHIFT4 PAYMENTS                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $103331.41    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407756.85    | 0.03%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                                                | NSLT 2025-DA A1A                   | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     168721 | PA      | $166542.23    | 0.01%             | 2054-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     370000 | PA      | $358375.36    | 0.03%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2026-1A A                    | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     190000 | PA      | $188355.82    | 0.01%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ2860                          | CUSIP: 3142GTFA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1895383 | PA      | $1873237.00   | 0.14%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA2329                          | CUSIP: 3140W2ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1159582 | PA      | $1197869.01   | 0.09%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-67 PC                     | CUSIP: 38382RW38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43689 | PA      | $34697.98     | 0.00%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     850000 | PA      | $769723.08    | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40330.94     | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2026-A D                     | CUSIP: 81378WAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      82681 | PA      | $82533.25     | 0.01%             | 2033-03-25      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5083 BC                        | CUSIP: 3137FFN52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     599500 | PA      | $541415.29    | 0.04%             | 2041-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                      | NAROT 2024-B A4                    | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20051.66     | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                     | BMO 2024-C10 A5                    | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $41076.70     | 0.00%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2021-77 HA                     | CUSIP: 3136BJTP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     304712 | PA      | $243140.87    | 0.02%             | 2050-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |     205000 | PA      | $205198.19    | 0.02%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41094.15     | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                    | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1160000 | PA      | $1162518.48   | 0.09%             | 2032-03-27      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30021.83     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1194000 | PA      | $958324.92    | 0.07%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC                   | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     870000 | PA      | $869633.31    | 0.06%             | 2033-07-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58564.18     | 0.00%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                      | COPT DEFENSE LP                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60171.70     | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29610.29     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-INV1 Trust                                                             | OBX 2022-INV1 A1                   | CUSIP: 67115NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146482 | PA      | $127220.12    | 0.01%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1067000 | PA      | $1036339.51   | 0.08%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS7000                          | CUSIP: 3140XNX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201526 | PA      | $186072.79    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -121 | NC      | $64473.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4405000 | PA      | $4459546.28   | 0.33%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1962.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 4.5 4/26                      | CUSIP: 01F042442<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     750000 | PA      | $744082.05    | 0.06%             | 2026-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                           | STELLANTIS FINAN                   | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |     715000 | PA      | $710681.12    | 0.05%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     230000 | PA      | $172405.23    | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                      | CD 2017-CD5 AS                     | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $39182.21     | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     470000 | PA      | $454363.32    | 0.03%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                                        | PMTLT 2025-INV2 A8                 | CUSIP: 73015JAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151039 | PA      | $151140.83    | 0.01%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    1415000 | PA      | $1291015.88   | 0.10%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     398000 | PA      | $442030.76    | 0.03%             | 2034-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1157                          | CUSIP: 3142BBJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137530 | PA      | $139254.87    | 0.01%             | 2055-10-01      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2025-F A                     | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $249801.68    | 0.02%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| LBTY Commercial Mortgage Trust 2026-225L                                        | LBTY 2026-225L A                   | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440000 | PA      | $434264.42    | 0.03%             | 2043-02-10      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| ENEL Finance International NV                                                   | ENEL FIN INTL NV                   | CUSIP: 29278GAA6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $396328.50    | 0.03%             | 2027-05-25      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $162412.62    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     350000 | PA      | $355377.19    | 0.03%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     800000 | PA      | $787717.65    | 0.06%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                                        | VIRGIN MEDIA FIN                   | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $164024.50    | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -19 | NC      | $-18695.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9106                          | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     433823 | PA      | $439812.64    | 0.03%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DPABS 2019-1A A2                   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110400 | PA      | $106010.36    | 0.01%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                | LIGHT & WONDER                     | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |      20000 | PA      | $19862.50     | 0.00%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: 775921AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    1184000 | PA      | $1097654.89   | 0.08%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 787255                          | CUSIP: 3622AC5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     978381 | PA      | $996092.02    | 0.07%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING                   | CUSIP: N/A<br>LEI: 54930029I8ROQ4OROZ88       | Long             | DBT              | CORP              | US        |     500000 | PA      | $541740.36    | 0.04%             | 2035-09-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                        | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100110.26    | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    2000000 | PA      | $1960067.49   | 0.15%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS9376                          | CUSIP: 3140XRM28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1412300 | PA      | $1258446.37   | 0.09%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.892480 15-NOV-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1700000 | NC      | $-6955.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                | AMC NETWORKS INC                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      72000 | PA      | $71069.16     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |     715000 | PA      | $706012.16    | 0.05%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     231000 | PA      | $219796.91    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CY9094                          | CUSIP: 3618G9C72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88999 | PA      | $88743.43     | 0.01%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                              | BAUSCH + LOMB CO                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15522.00     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: AS0110302<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |     428000 | PA      | $492671.76    | 0.04%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                   | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     270000 | PA      | $239745.65    | 0.02%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8879                          | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1532264 | PA      | $1555452.54   | 0.12%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                    | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $338328.30    | 0.03%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                         | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     310000 | PA      | $234193.18    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        271 | NC      | $-805684.63   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                   | CHAOT 2024-4A C                    | CUSIP: 16144YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $61119.58     | 0.00%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     397000 | PA      | $329202.55    | 0.02%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     950000 | PA      | $963208.93    | 0.07%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                        | PMTLT 2025-INV1 A7                 | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     314979 | PA      | $318553.09    | 0.02%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                              | BX 2019-OC11 A                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $424859.63    | 0.03%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4302 CZ                        | CUSIP: 3137B8DD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     430880 | PA      | $393737.23    | 0.03%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                     | ENBRIDGE ENERGY                    | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     300000 | PA      | $342821.21    | 0.03%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     787000 | PA      | $765921.13    | 0.06%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: PLN 4.765000 26-MAR-2036 WIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5000000 | NC      | $-10113.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 3.280000 20-FEB-2028 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    9500000 | NC      | $62040.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                      | BBCMS 2019-C5 A4                   | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $28450.70     | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                    | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     267000 | PA      | $263466.51    | 0.02%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     350000 | PA      | $356183.67    | 0.03%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25332.60     | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DF2961                          | CUSIP: 3140BTJF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     227874 | PA      | $230580.92    | 0.02%             | 2055-10-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: 903724CH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |      63000 | PA      | $45485.80     | 0.00%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      25000 | PA      | $17185.70     | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                                            | PROG 2024-SFR5 A                   | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     118677 | PA      | $112050.09    | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C65                                  | WFCM 2025-C65 A5                   | CUSIP: 95004WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $253421.50    | 0.02%             | 2058-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                           | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    1429000 | PA      | $1618565.29   | 0.12%             | 2030-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     210000 | PA      | $193999.83    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     121000 | PA      | $122049.61    | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                        | WOART 2025-A B                     | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30544.40     | 0.00%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     730000 | PA      | $637403.56    | 0.05%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                              | BOBA 2023-2A A1R                   | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |     210000 | PA      | $209470.38    | 0.02%             | 2036-10-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     208945 | PA      | $186109.99    | 0.01%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TPS8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     835000 | PA      | $822024.15    | 0.06%             | 2033-03-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1189546.87   | 0.09%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94064.97     | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3853                          | CUSIP: 3140QPH75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1137946 | PA      | $1082885.50   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA3339                          | CUSIP: 3140W3V97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1470490 | PA      | $1310297.27   | 0.10%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     220000 | PA      | $202501.09    | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC0581                          | CUSIP: 3140Y6UF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     218438 | PA      | $223824.79    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4236                          | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3267938 | PA      | $2522792.01   | 0.19%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2025-D A                     | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     460000 | PA      | $460663.69    | 0.03%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0637                          | CUSIP: 3140W0V77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     475471 | PA      | $481308.95    | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     578000 | PA      | $581942.73    | 0.04%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                  | FRONERI US INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      50000 | PA      | $48981.25     | 0.00%             | 2032-09-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                    | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     500000 | PA      | $461945.92    | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                               | AFRMT 2025-3A A                    | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     710000 | PA      | $706923.36    | 0.05%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     330000 | PA      | $298934.13    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     517000 | PA      | $517645.13    | 0.04%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     230000 | PA      | $215586.38    | 0.02%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG6648                          | CUSIP: 3140UAL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     360000 | PA      | $362468.09    | 0.03%             | 2056-04-01      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOB                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     150000 | PA      | $90415.00     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV1 Trust                                                            | GCAT 2025-INV1 A1                  | CUSIP: 36171DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2030519 | PA      | $2052093.49   | 0.15%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9689.69      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                  | BANK 2017-BNK8 A4                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10000 | PA      | $9758.66      | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2 4/26                        | CUSIP: 01F020646<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -10000000 | PA      | $-8037109.00  | -0.59%            | 2026-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                               | CLARIOS GLOBAL L                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |      21250 | PA      | $21176.94     | 0.00%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82919.41     | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-739.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      69475 | PA      | $68745.51     | 0.01%             | 2032-05-28      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                     | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     435000 | PA      | $446048.38    | 0.03%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV11                                                       | PMTLT 2025-INV11 A36               | CUSIP: 729916BK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2394594 | PA      | $2404917.78   | 0.18%             | 2056-11-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUXL 30Y BND Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -78 | NC      | $147725.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB8155                          | CUSIP: 3132D6BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     238093 | PA      | $227239.46    | 0.02%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | SCOTTISH WIDOWS                    | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $132594.69    | 0.01%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    1139000 | PA      | $1233972.39   | 0.09%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                            | AMSR 2024-SFR2 B                   | CUSIP: 00179UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $96871.12     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS4335                          | CUSIP: 3140XKY95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     429690 | PA      | $368495.32    | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8323                          | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     228987 | PA      | $227027.16    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     101000 | PA      | $102907.81    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     610000 | PA      | $621030.37    | 0.05%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF1                                                        | PMTLT 2025-CNF1 A8                 | CUSIP: 729906AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     437696 | PA      | $433951.17    | 0.03%             | 2056-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     130000 | PA      | $129008.31    | 0.01%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                                           | HART 2025-C C                      | CUSIP: 44935JAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     130000 | PA      | $129372.79    | 0.01%             | 2033-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     917000 | PA      | $893550.85    | 0.07%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304681.56    | 0.02%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | VALE OVERSEAS                      | CUSIP: N/A<br>LEI: 254900BA3U6G5DNV5V04       | Long             | DBT              | CORP              | KY        |     366000 | PA      | $360816.28    | 0.03%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                  | SOUTH BOW CANADI                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     120000 | PA      | $124833.36    | 0.01%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1393000 | PA      | $1444406.29   | 0.11%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $550.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     107000 | PA      | $106023.67    | 0.01%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                           | BARK 2021-1A BR                    | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     180000 | PA      | $179497.78    | 0.01%             | 2034-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     160000 | PA      | $122306.16    | 0.01%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     400000 | PA      | $423844.13    | 0.03%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VI DAC                                   | VIRGIN MEDIA VI                    | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |     100000 | PA      | $87255.77     | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                               | UZBEKNEFTEGAZ                      | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    1430000 | PA      | $1507062.70   | 0.11%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORDF 2025-1 B                     | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $80414.93     | 0.01%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     306000 | PA      | $301439.03    | 0.02%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1003000 | PA      | $919418.58    | 0.07%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     620000 | PA      | $577507.56    | 0.04%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5331                          | CUSIP: 31418E4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476939 | PA      | $479846.91    | 0.04%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     410000 | PA      | $406687.03    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      85000 | PA      | $82736.83     | 0.01%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1325248.91   | 0.10%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131489.64    | 0.01%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1838000 | PA      | $958847.27    | 0.07%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | MELCO RESORTS                      | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     160000 | PA      | $153701.80    | 0.01%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV12                                                       | PMTLT 2025-INV12 A35               | CUSIP: 73015KBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2138956 | PA      | $2146252.21   | 0.16%             | 2056-12-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     730000 | PA      | $686380.27    | 0.05%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1645000 | PA      | $1206761.72   | 0.09%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     169000 | PA      | $164924.13    | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      40000 | PA      | $42960.63     | 0.00%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2116                          | CUSIP: 3140XHK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1064745 | PA      | $1035779.65   | 0.08%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV4                        | MSRM 2024-INV4 A1                  | CUSIP: 61776XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2577342 | PA      | $2604726.31   | 0.19%             | 2054-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $117854.71    | 0.01%             | 2038-10-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 3.440000 20-FEB-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   18000000 | NC      | $-43869.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     170000 | PA      | $173604.04    | 0.01%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     520000 | PA      | $522200.19    | 0.04%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                 | BANK 2024-BNK48 AS                 | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $90032.43     | 0.01%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                         | STACR 2024-DNA3 A1                 | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |       9200 | PA      | $9202.87      | 0.00%             | 2044-10-25      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     155000 | PA      | $153590.38    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD3800                          | CUSIP: 3132E0GH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1446119 | PA      | $1334327.24   | 0.10%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6019                          | CUSIP: 3133KMVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     459795 | PA      | $391439.47    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36748.00     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                                             | OCP 2023-30A BR                    | CUSIP: 67578RAN1<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-MBS          | CORP              | JE        |     150000 | PA      | $149895.95    | 0.01%             | 2039-01-24      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7136                          | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2546740 | PA      | $2190220.88   | 0.16%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4715000 | PA      | $2949637.71   | 0.22%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                    | HSBC USA INC                       | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     296000 | PA      | $297813.93    | 0.02%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2025 LLC                                                   | TRL 2025-1A A                      | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      98632 | PA      | $98232.79     | 0.01%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM3740                          | CUSIP: 3140X7EN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2058443 | PA      | $1765933.24   | 0.13%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                        | PMTLT 2025-INV9 A3                 | CUSIP: 69392UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     866385 | PA      | $866250.16    | 0.06%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                   | JH NORTH AMERICA                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14979.36     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                                          | MTBAT 2024-1A A4                   | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      85000 | PA      | $86380.64     | 0.01%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA5672                          | CUSIP: 3140QDJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     733636 | PA      | $681966.36    | 0.05%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     550000 | PA      | $553720.67    | 0.04%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.508300 18-JUN-2031 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     999510 | NC      | $-5425.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3                        | MSRM 2024-INV3 A1                  | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     405310 | PA      | $414461.13    | 0.03%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                                        | BABSN 2025-7A A1                   | CUSIP: 06765FAC2<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-MBS          | CORP              | KY        |     150000 | PA      | $149551.77    | 0.01%             | 2038-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8B0581                          | CUSIP: 3142AWUE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1439498 | PA      | $1435659.46   | 0.11%             | 2056-03-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                     | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     630000 | PA      | $623755.87    | 0.05%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-2A B                    | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101256.14    | 0.01%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1900000 | PA      | $1667101.55   | 0.12%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1764734.36   | 0.13%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SSTRT 2025-B C                     | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      20349 | PA      | $20510.14     | 0.00%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM8471                          | CUSIP: 3140XCMV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     534336 | PA      | $505623.95    | 0.04%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     170000 | PA      | $137229.77    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                | SFAST 2024-2A C                    | CUSIP: 78397XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      85000 | PA      | $86625.41     | 0.01%             | 2032-02-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORDF 2024-2 B                     | CUSIP: 34528QJG0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $102480.70    | 0.01%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                     | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489271.59    | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     522000 | PA      | $545759.75    | 0.04%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    1458295 | PA      | $998690.27    | 0.07%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2025-104 AB                    | CUSIP: 38385GG37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     546665 | PA      | $525465.95    | 0.04%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                           | AON NORTH AMER                     | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140000 | PA      | $142986.25    | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                             | GHANA REP OF                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GH        |     573125 | PA      | $546691.10    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 1.500000 10-MAR-2028   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -17792000 | NC      | $-19522.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29953.74     | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     520000 | PA      | $507692.54    | 0.04%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                 | GEN DIGITAL INC                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53534.76     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1421339.43   | 0.11%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     145000 | PA      | $143093.54    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/PLN FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4579                          | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     441036 | PA      | $388993.28    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp                                                                | BOYD GAMING CORP                   | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49567.93     | 0.00%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     420000 | PA      | $350407.43    | 0.03%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 788287                          | CUSIP: 3622AECY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247559 | PA      | $247079.79    | 0.02%             | 2055-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR                   | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     660000 | PA      | $649161.86    | 0.05%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |      80000 | PA      | $73814.81     | 0.01%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB1112                          | CUSIP: 3140QLGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     238406 | PA      | $193637.07    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                                   | USCLN 2025-SUP2 B1                 | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     205639 | PA      | $205800.09    | 0.02%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                    | FORDO 2025-A B                     | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $141499.40    | 0.01%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $496842.71    | 0.04%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0026                          | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2732783 | PA      | $2758127.48   | 0.20%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                     | BIOMARIN PHARM                     | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29484.76     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     205000 | PA      | $195742.21    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                    | CUSIP: 195325EV3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    1033000 | PA      | $1009122.18   | 0.07%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                  | CARMX 2025-1 D                     | CUSIP: 14319WAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20214.76     | 0.00%             | 2031-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     310000 | PA      | $309526.65    | 0.02%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     395000 | PA      | $381313.31    | 0.03%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     190000 | PA      | $190369.01    | 0.01%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4480 ZD                        | CUSIP: 3137BKGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     276004 | PA      | $250567.05    | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                                               | DRSLF 2021-90A A1R                 | CUSIP: 262484AN8<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |     250000 | PA      | $249748.78    | 0.02%             | 2038-11-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2700000 | PA      | $2636824.21   | 0.20%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                     | EVGRN 2025-CRT5 C                  | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |     110000 | PA      | $110598.41    | 0.01%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61872.74     | 0.00%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                     | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29992.53     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE VERNOVA INC                     | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     567000 | PA      | $545235.49    | 0.04%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9623.30      | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER                   | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     160000 | PA      | $148425.02    | 0.01%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     544000 | PA      | $567095.96    | 0.04%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     775000 | PA      | $776912.76    | 0.06%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: KRW 2.482000 18-JUN-2030 KRW  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 4600000000 | NC      | $-148018.16   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.767800 20-JUN-2029 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    9474995 | NC      | $-15631.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     138000 | PA      | $126966.61    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3542597.77   | 0.26%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4493                          | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     467900 | PA      | $396146.50    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                      | BMO 2024-C9 A5                     | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $62723.08     | 0.00%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     843000 | PA      | $854257.84    | 0.06%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     295000 | PA      | $287052.42    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     810000 | PA      | $801238.98    | 0.06%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                                        | CIFC 2025-6A B                     | CUSIP: 171933AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     100000 | PA      | $99926.37     | 0.01%             | 2038-10-23      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN GAS                       | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69462.26     | 0.01%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                      | TKO WORLDWIDE HO                   | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      25000 | PA      | $24968.00     | 0.00%             | 2031-11-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     286000 | PA      | $266924.50    | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB1469                          | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222189 | PA      | $204462.44    | 0.02%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     115000 | PA      | $114937.88    | 0.01%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1062546.31   | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO 2024-39 Ltd                                                       | OCPA 2024-39A B1R                  | CUSIP: 67570HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |     210000 | PA      | $209510.91    | 0.02%             | 2038-04-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                  | BBCMS 2024-5C25 AS                 | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225000 | PA      | $233313.98    | 0.02%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     133000 | PA      | $135735.59    | 0.01%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 4.5 4/26                      | CUSIP: 21H042646<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -7400000 | PA      | $-7137046.92  | -0.53%            | 2026-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                               | LAM RESEARCH                       | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     300000 | PA      | $188839.43    | 0.01%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                                        | INT 2025-PLAZA A                   | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $109631.24    | 0.01%             | 2037-11-05      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                          | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71806.99     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4158                          | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     765137 | PA      | $622890.07    | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                   | SDART 2025-3 D                     | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $441017.28    | 0.03%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                      | BBCMS 2019-C3 A4                   | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120000 | PA      | $116298.34    | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL1634                          | CUSIP: 31427NY86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1409365 | PA      | $1194556.39   | 0.09%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $393261.76    | 0.03%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                              | HELVETIA EUROPE                    | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |     300000 | PA      | $322001.65    | 0.02%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $1961.05      | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40 A4                 | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $556821.90    | 0.04%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                       | JABIL INC                          | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58373.83     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV2                                                        | PMTLT 2026-INV2 A2                 | CUSIP: 69383NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2772542 | PA      | $2765718.38   | 0.20%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303398.61    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUP                   | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104286.08    | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1057872.81   | 0.08%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 30Y RTP 4.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    2800000 | NC      | $82.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     310000 | PA      | $280449.04    | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     120000 | PA      | $93555.83     | 0.01%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     145000 | PA      | $137307.43    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5020 BA                        | CUSIP: 3137FWWD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196280 | PA      | $154381.94    | 0.01%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | HELMERICH & PAYN                   | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     360000 | PA      | $360552.19    | 0.03%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                      | PINNACLE BANK                      | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     275000 | PA      | $272485.64    | 0.02%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     115000 | PA      | $101766.31    | 0.01%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      45000 | PA      | $43712.89     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bond                                            | ZAMBIA REP OF                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZM        |    1768781 | PA      | $1658234.94   | 0.12%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     888000 | PA      | $886742.01    | 0.07%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                           | PFIZER INVSTMNT                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     300000 | PA      | $278620.23    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                  | CARMX 2025-3 D                     | CUSIP: 14290FAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40048.39     | 0.00%             | 2032-05-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1443                          | CUSIP: 3132DNS87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1114981 | PA      | $1061031.73   | 0.08%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Renault SA                                                                      | RENAULT                            | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $453460.34    | 0.03%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4959.39      | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV8478                          | CUSIP: 3140MNM45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435321 | PA      | $388339.97    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                  | PMTLT 2025-INV3 A3                 | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1317701 | PA      | $1317495.64   | 0.10%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust                             | WFMBS 2022-2 A5                    | CUSIP: 949930AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $143299.74    | 0.01%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                                      | USCLN 2025-SUP1 B                  | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     171786 | PA      | $172618.65    | 0.01%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC                   | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     114000 | PA      | $116437.64    | 0.01%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                 | BANK 2024-BNK48 A5                 | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $450992.84    | 0.03%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -120 | NC      | $12754.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 2 4/26                        | CUSIP: 01F020448<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4250000 | PA      | $3904355.58   | 0.29%             | 2026-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                              | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |     200000 | PA      | $229124.68    | 0.02%             | 2032-05-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                  | SAZERAC CO INC                     | CUSIP: 80583EAP1<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |     129675 | PA      | $129494.88    | 0.01%             | 2032-07-09      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30245.91     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394485.57    | 0.03%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                 | CYPRIUM CORP/HOL                   | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      35000 | PA      | $34605.06     | 0.00%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     320000 | PA      | $329103.69    | 0.02%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                     | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     107000 | PA      | $106099.47    | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2                          | HACLN 2025-2 B1                    | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     248107 | PA      | $248529.63    | 0.02%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     730000 | PA      | $715573.02    | 0.05%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                    | HPEFS 2025-1A D                    | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $120275.78    | 0.01%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     432000 | PA      | $437666.82    | 0.03%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        675 | NC      | $-735398.80   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BV5323                          | CUSIP: 3140MJ4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1197039 | PA      | $967764.04    | 0.07%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        100 | NC      | $-188523.31   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |     264000 | PA      | $163121.38    | 0.01%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                        | HAWAIIAN ELEC CO                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     290000 | PA      | $289537.06    | 0.02%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                       | GMCAR 2025-3 C                     | CUSIP: 379957AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20039.64     | 0.00%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     520000 | PA      | $490636.79    | 0.04%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $204297.77    | 0.02%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | QUICKEN LOANS                      | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $41521.23     | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     171000 | PA      | $171519.15    | 0.01%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6 4/26                        | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -17900000 | PA      | $-18239820.76 | -1.35%            | 2026-04-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                 | BANK 2018-BN15 A4                  | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85000 | PA      | $84744.97     | 0.01%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      90000 | PA      | $74374.43     | 0.01%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5 4/26                        | CUSIP: 21H050649<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23000000 | PA      | $22758953.10  | 1.68%             | 2026-04-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                            | SBAT 2025-SF1 D                    | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30055.74     | 0.00%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8727                          | CUSIP: 36179XVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175628 | PA      | $179680.04    | 0.01%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -11 | NC      | $63557.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     309000 | PA      | $298749.15    | 0.02%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                        | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     800000 | PA      | $792320.30    | 0.06%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      90000 | PA      | $89313.29     | 0.01%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     300000 | PA      | $292917.43    | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2021-26 YA                     | CUSIP: 3136BHEP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116587 | PA      | $94181.87     | 0.01%             | 2050-05-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-4 B                      | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $111510.53    | 0.01%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                    | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40471.12     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                           | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1525000 | PA      | $1478033.09   | 0.11%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      26000 | PA      | $25542.02     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     115000 | PA      | $117409.06    | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | FG Z40297                          | CUSIP: 3132FCKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3250000 | PA      | $2980465.48   | 0.22%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4208                          | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     961217 | PA      | $782516.37    | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                     | ALUMINA PTY LTD                    | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      30000 | PA      | $30657.45     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Bahrain Government International Bond                                           | BAHRAIN                            | CUSIP: 056909AB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BH        |     371000 | PA      | $348059.28    | 0.03%             | 2038-02-03      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Suci Second Investment Co                                                       | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    1915000 | PA      | $1905558.67   | 0.14%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                  | SFAST 2025-1A B                    | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10120.55     | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1145863.47   | 0.08%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.450000 05-FEB-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    6380000 | NC      | $52041.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB0235                          | CUSIP: 3140QKHM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1762120 | PA      | $1439479.29   | 0.11%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL2998                          | CUSIP: 31427QKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     642619 | PA      | $656808.60    | 0.05%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     172000 | PA      | $164950.93    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.600000 20-JAN-2028   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    6600000 | NC      | $62793.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $134679.71    | 0.01%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC   | SIX FLAGS ENTE                     | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     180000 | PA      | $180296.22    | 0.01%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     210000 | PA      | $170285.23    | 0.01%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                    | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     190000 | PA      | $203164.80    | 0.02%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL2620                          | CUSIP: 31427P4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1935431 | PA      | $1638627.81   | 0.12%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      19000 | PA      | $11168.15     | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     770000 | PA      | $724022.08    | 0.05%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1004.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       1000 | PA      | $1048.86      | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $342472.67    | 0.03%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                    | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29123.68     | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5684                          | CUSIP: 31418FJ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170546 | PA      | $173889.56    | 0.01%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5 4/26                        | CUSIP: 21H050649<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -500000 | PA      | $-494759.85   | -0.04%            | 2026-04-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                                                | NSLT 2025-DA B                     | CUSIP: 639931AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     190000 | PA      | $187622.61    | 0.01%             | 2054-08-20      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8947                          | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221516 | PA      | $220464.44    | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | MORGAN STANLEY                     | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3067772.79   | 0.23%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1576000 | PA      | $1521865.81   | 0.11%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                  | HART 2025-A C                      | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100882.67    | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     110000 | PA      | $111689.05    | 0.01%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      77000 | PA      | $77616.29     | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0427                          | CUSIP: 3140XFPM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     883658 | PA      | $812191.32    | 0.06%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC1615                          | CUSIP: 3140Y7YM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1383820 | PA      | $1391827.06   | 0.10%             | 2055-12-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     790000 | PA      | $781932.22    | 0.06%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     340000 | PA      | $345558.57    | 0.03%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1507608.28   | 0.11%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     300000 | PA      | $276423.72    | 0.02%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4076                          | CUSIP: 3140QPQ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180159 | PA      | $167245.31    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                  | CARMX 2025-4 C                     | CUSIP: 14320HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $60327.14     | 0.00%             | 2031-09-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL                   | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41015.58     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 2 4/26                        | CUSIP: 01F020448<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2250000 | PA      | $-2067011.78  | -0.15%            | 2026-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                                 | TRINIDAD&TOBAGO                    | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    1700000 | PA      | $1677739.47   | 0.12%             | 2036-01-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8880                          | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     362227 | PA      | $370470.09    | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     414000 | PA      | $270801.47    | 0.02%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     565000 | PA      | $589136.27    | 0.04%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                         | CUSIP: 486661BQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     898000 | PA      | $878865.42    | 0.07%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16676.41     | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2014-82 YZ                     | CUSIP: 3136ALK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     280870 | PA      | $255183.52    | 0.02%             | 2044-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                    | CUSIP: 195325CU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     940000 | PA      | $673135.14    | 0.05%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     165000 | PA      | $154750.43    | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-9 GZ                      | CUSIP: 3136ABRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     316866 | PA      | $291136.92    | 0.02%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $406109.07    | 0.03%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2026-A                                             | NAVRL 2026-A A                     | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $227407.95    | 0.02%             | 2056-01-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20213.96     | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                  | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     225000 | PA      | $225151.37    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                                       | SLG 2021-OVA A                     | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $177871.50    | 0.01%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                                | VBTEL 2026-1A C2                   | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     410000 | PA      | $402843.41    | 0.03%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      85000 | PA      | $88031.76     | 0.01%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | HOWMET AEROSPACE                   | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     402000 | PA      | $390629.41    | 0.03%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | IND MICH POWER                     | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     260000 | PA      | $192008.03    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     125000 | PA      | $131318.80    | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     225000 | PA      | $197688.57    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198920.54    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123CT5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $206507.24    | 0.02%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 4.077970 15-NOV-2053 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     800000 | NC      | $10664.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20018.82     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     104000 | PA      | $94656.17     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     406000 | PA      | $403945.94    | 0.03%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0949                          | CUSIP: 3618N6BT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     239694 | PA      | $242220.86    | 0.02%             | 2056-02-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15018.29     | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                   | KSA SUKUK LTD                      | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |     882000 | PA      | $872067.36    | 0.06%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $135163.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52074.38     | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC/ Brightstar Global Solutions Corp                        | BRIGHTSTAR/BRIGH                   | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      35000 | PA      | $33989.41     | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB8114                          | CUSIP: 3132D6AP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     514655 | PA      | $463058.65    | 0.03%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4481 BZ                        | CUSIP: 3137BJSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     276004 | PA      | $236055.82    | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $81.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3.88         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.500000 21-JAN-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    6250000 | NC      | $46942.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1620091.86   | 0.12%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4838                          | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      85940 | PA      | $82073.85     | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     469000 | PA      | $465654.93    | 0.03%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CARMX 2024-4 A3                    | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $170892.09    | 0.01%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTL ENRGY GEN                   | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     310000 | PA      | $306320.65    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $400279.67    | 0.03%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7906                          | CUSIP: 3140JCYC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     528840 | PA      | $535167.77    | 0.04%             | 2055-12-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $231829.99    | 0.02%             | 2037-03-26      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM6783                          | CUSIP: 3140XARD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     514391 | PA      | $450540.64    | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     190000 | PA      | $196238.22    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | REP OF NIGERIA                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |     500000 | PA      | $504158.85    | 0.04%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SSTRT 2025-B D                     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      13566 | PA      | $13652.96     | 0.00%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197198.17    | 0.01%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA2863                          | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     482647 | PA      | $434593.20    | 0.03%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129991.75    | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     140000 | PA      | $132067.92    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     535000 | PA      | $553440.42    | 0.04%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB9978                          | CUSIP: 3140QWCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     657912 | PA      | $665160.85    | 0.05%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGH                   | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200600.62    | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                                                         | OQ SAOC                            | CUSIP: N/A<br>LEI: 549300YK417GKI6EQ392       | Long             | DBT              | CORP              | OM        |    1000000 | PA      | $997539.90    | 0.07%             | 2028-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 28 Ltd                                        | GLM 2026-28A A                     | CUSIP: 38140CAC8<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-MBS          | CORP              | KY        |     290000 | PA      | $290000.00    | 0.02%             | 2039-10-20      | Floating      | 4.84%                 | Yes           |                  3 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     650000 | PA      | $643295.63    | 0.05%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    1300000 | PA      | $1287835.94   | 0.10%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1069504.60   | 0.08%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                  | WFCM 2018-C47 A4                   | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $299424.36    | 0.02%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40794.71     | 0.00%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA3350                          | CUSIP: 3140W3WL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1205010 | PA      | $1220546.80   | 0.09%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                          | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5238.55      | 0.00%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     170000 | PA      | $171296.50    | 0.01%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     190000 | PA      | $188787.02    | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     127000 | PA      | $128976.97    | 0.01%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                    | MAGNERA CORP                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27024.06     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44777.26     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (MEX)                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1816000 | NC      | $8606.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                                               | BMARK 2025-B41 AS                  | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $101558.36    | 0.01%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     320000 | PA      | $320756.46    | 0.02%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $200167.74    | 0.01%             | 2033-04-02      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7858                          | CUSIP: 3140JCWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     656307 | PA      | $662728.95    | 0.05%             | 2055-11-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                         | STUDIO CITY FIN                    | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     121000 | PA      | $113351.09    | 0.01%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     600000 | PA      | $470296.87    | 0.03%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     775000 | PA      | $761194.63    | 0.06%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | ALBERTSONS COS                     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $103857.76    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8044                          | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1975483 | PA      | $1822475.69   | 0.13%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                     | MSBAM 2025-C35 A5                  | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $93594.38     | 0.01%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                                            | GCAT 2022-INV1 A1                  | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1018458 | PA      | $885143.84    | 0.07%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 2 5/26                        | CUSIP: 01F020455<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2250000 | PA      | $2067187.73   | 0.15%             | 2026-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                                            | PROG 2024-SFR1 A                   | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      98675 | PA      | $95039.37     | 0.01%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     450000 | PA      | $466857.83    | 0.03%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5163                          | CUSIP: 31418EWZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1703264 | PA      | $1646815.07   | 0.12%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL                   | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |       9746 | PA      | $9622.62      | 0.00%             | 2028-04-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                     | CUSIP: ZR4414242<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $114427.37    | 0.01%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     480000 | PA      | $493040.83    | 0.04%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $11507.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     380000 | PA      | $380144.58    | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB5584                          | CUSIP: 3140QRF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     582874 | PA      | $596117.34    | 0.04%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                  | HALLIBURTON CO                     | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     200000 | PA      | $174837.14    | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                   | SDART 2024-1 C                     | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $50450.57     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 3.050000 17-JUN-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   35630000 | NC      | $43603.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                           | HGMT 2025-HGLR A                   | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $112416.57    | 0.01%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785805                          | CUSIP: 3622ABKS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2711642 | PA      | $2327801.11   | 0.17%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114430.48    | 0.01%             | 2049-12-29      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61219.76     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    4271000 | PA      | $4268372.91   | 0.32%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      14000 | PA      | $12843.40     | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     330000 | PA      | $331350.37    | 0.02%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9488                          | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206961 | PA      | $209349.51    | 0.02%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 5Y RTP 3.700000 13-MAY-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -5400000 | NC      | $-26025.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                              | BLUE RACER MID/F                   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31179.42     | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $105106.95    | 0.01%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-6 C                      | CUSIP: 92348KEM1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100980.20    | 0.01%             | 2033-06-21      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $602656.25    | 0.04%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                      | CLOSE BROTHERS                     | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $218933.61    | 0.02%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ2207                          | CUSIP: 3142GSNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     160256 | PA      | $165798.09    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA2                                         | STACR 2024-HQA2 A1                 | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |      86167 | PA      | $86246.79     | 0.01%             | 2044-08-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     722000 | PA      | $717121.24    | 0.05%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80680.81     | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SNF Group SACA                                                                  | SNF GROUP SACA                     | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     175000 | PA      | $175000.00    | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     170000 | PA      | $164447.55    | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                       | GMCAR 2024-1 B                     | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      75000 | PA      | $75967.19     | 0.01%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $200636.94    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO 2024-39 Ltd                                                       | OCPA 2024-39A AR                   | CUSIP: 67570HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |     150000 | PA      | $149416.34    | 0.01%             | 2038-04-16      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     175000 | PA      | $174864.44    | 0.01%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     350000 | PA      | $347248.17    | 0.03%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6105.01      | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     400000 | PA      | $243671.21    | 0.02%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                                        | PMTLT 2025-INV7 A1                 | CUSIP: 73015FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     417241 | PA      | $421674.63    | 0.03%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                          | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |     200000 | PA      | $212085.55    | 0.02%             | 2044-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | QUICKEN LOANS                      | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $28426.03     | 0.00%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                                  | HALST 2025-B B                     | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100704.54    | 0.01%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     220000 | PA      | $223453.94    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd                                                        | CIFC 2023-2A AR                    | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     150000 | PA      | $149544.86    | 0.01%             | 2037-01-21      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     107000 | PA      | $95383.06     | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1229215.70   | 0.09%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                         | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     370000 | PA      | $369333.93    | 0.03%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     871000 | PA      | $790126.29    | 0.06%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3449000 | PA      | $2818883.88   | 0.21%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     410000 | PA      | $361737.65    | 0.03%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     244000 | PA      | $185945.97    | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-1A B                    | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     340000 | PA      | $342282.62    | 0.03%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                 | BANK 2019-BN16 A4                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $88474.23     | 0.01%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                               | LADAR 2024-2A B                    | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10155.00     | 0.00%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786901                          | CUSIP: 3622ACRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     212466 | PA      | $216711.04    | 0.02%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $191.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX Inc                                                                         | WEX INC                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     145000 | PA      | $141974.22    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                         | CRC INSURANCE GR                   | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      40000 | PA      | $39516.68     | 0.00%             | 2032-05-06      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14820.36     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1782252.91   | 0.13%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4475 MZ                        | CUSIP: 3137BJAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     276694 | PA      | $246108.14    | 0.02%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB8628                          | CUSIP: 3140QUSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1373837 | PA      | $1419198.25   | 0.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RB0611                          | CUSIP: 3133KTVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332806 | PA      | $290891.09    | 0.02%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     355000 | PA      | $367193.96    | 0.03%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                              | SCCU 2024-1A A4                    | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10122.33     | 0.00%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29509.57     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Athora Holding Ltd                                                              | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     100000 | PA      | $116987.74    | 0.01%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                                           | QTSII 2026-1A A2                   | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1250000 | PA      | $1221639.88   | 0.09%             | 2056-01-05      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.542000 20-JUN-2029 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    6595000 | NC      | $-41443.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7473                          | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1489961 | PA      | $1331484.70   | 0.10%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     820000 | PA      | $812295.86    | 0.06%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD4701                          | CUSIP: 3132DSGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191890 | PA      | $198092.05    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     145000 | PA      | $147854.83    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                    | BBCMS 2018-C2 A5                   | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $158070.48    | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 10Y RTR 3.608000 16-OCT-2035  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -4100000 | NC      | $-183228.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORDF 2024-3 B                     | CUSIP: 34528QJM7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100200.83    | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                                             | FORDO 2024-C B                     | CUSIP: 34532UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $80285.91     | 0.01%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS                   | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     215000 | PA      | $215857.10    | 0.02%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS4192                          | CUSIP: 3140XKUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     885290 | PA      | $797424.41    | 0.06%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                              | JPMMT 2021-INV6 A2                 | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     499184 | PA      | $433193.04    | 0.03%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                           | HART 2025-B C                      | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $80614.75     | 0.01%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | MORGAN STANLEY B                   | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     250000 | PA      | $252857.69    | 0.02%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF1                                                        | PMTLT 2025-CNF1 A35                | CUSIP: 729906BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     634581 | PA      | $635548.69    | 0.05%             | 2056-10-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                      | PINNACLE WST CAP                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     160000 | PA      | $161275.93    | 0.01%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                         | LA DEPT WTR & PWR-BAB              | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     415000 | PA      | $439677.60    | 0.03%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4280                          | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2257636 | PA      | $1739328.93   | 0.13%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     805410 | PA      | $904058.04    | 0.07%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8050                          | CUSIP: 3132DV5K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1201719 | PA      | $1068927.78   | 0.08%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1345461.57   | 0.10%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80546.05     | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1400000 | PA      | $1053171.87   | 0.08%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DPABS 2025-1A A2I                  | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360000 | PA      | $358508.30    | 0.03%             | 2055-07-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC1705                          | CUSIP: 3140Y73P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     727119 | PA      | $736550.83    | 0.05%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | AUGUSTA SPINCO C                   | CUSIP: 051473AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     645000 | PA      | $642588.20    | 0.05%             | 2033-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENN                   | CUSIP: 33767QAA4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     720000 | PA      | $717421.33    | 0.05%             | 2031-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Investment Holding JSC                                        | BAITEREK NAT INV                   | CUSIP: N/A<br>LEI: 984500B4F78F04253804       | Long             | DBT              | NUSS              | KZ        |     300000 | PA      | $301464.42    | 0.02%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     140000 | PA      | $90692.49     | 0.01%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PAR                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     110000 | PA      | $111382.40    | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                   | JH NORTH AMERICA                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44849.95     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     510000 | PA      | $482784.15    | 0.04%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     820000 | PA      | $826653.95    | 0.06%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-6A A                    | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     190000 | PA      | $189862.95    | 0.01%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                              | KAZAKH DEVELOPME                   | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |    1180000 | PA      | $1186148.04   | 0.09%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                          | MSC 2019-L3 A4                     | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $132695.40    | 0.01%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                             | GRAY MEDIA                         | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      45000 | PA      | $33267.61     | 0.00%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     220000 | PA      | $196714.43    | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2020-96 A                      | CUSIP: 3136BDKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     635568 | PA      | $504163.36    | 0.04%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    1439000 | PA      | $1471821.58   | 0.11%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AMWINS GROUP INC                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      53000 | PA      | $50871.94     | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     870000 | PA      | $867367.60    | 0.06%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                            | APLD COMPUTE 2                     | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $119319.45    | 0.01%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299511.16    | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $203123.67    | 0.02%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     170000 | PA      | $170130.91    | 0.01%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                                              | BMO 2024-5C8 A3                    | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110000 | PA      | $113179.88    | 0.01%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | ECUA 0 7/31/2030                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EC        |    2591132 | PA      | $2166012.04   | 0.16%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                           | SUZANO NETHERLAN                   | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     116000 | PA      | $111890.67    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                        | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24364.83     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299CB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     748000 | PA      | $724408.01    | 0.05%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DT4<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    3880000 | PA      | $3673071.86   | 0.27%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28140.49     | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                            | RANGE RESOURCES                    | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9746.85      | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                     | CANPACK SA                         | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     110000 | PA      | $102626.51    | 0.01%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      35000 | PA      | $27855.84     | 0.00%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                               | FLASH COMPUTE                      | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $156344.22    | 0.01%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     500000 | PA      | $506189.24    | 0.04%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    1260000 | PA      | $1213327.55   | 0.09%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1793000 | PA      | $1114811.75   | 0.08%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ2657                          | CUSIP: 3142GS5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     221548 | PA      | $225097.18    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CA BUYER/ATLANTI                   | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      85000 | PA      | $83085.74     | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     650000 | PA      | $409829.57    | 0.03%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2026-R02                                    | CAS 2026-R02 1A1                   | CUSIP: 20753EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $450176.13    | 0.03%             | 2046-02-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | HACLN 2024-2 B1                    | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     121001 | PA      | $121937.53    | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     796000 | PA      | $773585.14    | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8235                          | CUSIP: 3132DWEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1221716 | PA      | $1076502.96   | 0.08%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 4.100000 18-OCT-2040 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1900000 | NC      | $33055.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN GAS                       | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304595.59    | 0.02%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                                        | BABSN 2025-7A B                    | CUSIP: 06765FAG3<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-MBS          | CORP              | KY        |     380000 | PA      | $379661.42    | 0.03%             | 2038-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    1005000 | PA      | $1026933.43   | 0.08%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust 2026-1                                         | SCLP 2026-1 C                      | CUSIP: 83408AAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $168804.83    | 0.01%             | 2035-12-26      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9602                          | CUSIP: 36179YU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1923112 | PA      | $1807448.83   | 0.13%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8489                          | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     462793 | PA      | $449695.64    | 0.03%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9726                          | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     625340 | PA      | $637616.63    | 0.05%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7987                          | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     487901 | PA      | $419141.96    | 0.03%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1139                          | CUSIP: 3142BBHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     343620 | PA      | $348153.94    | 0.03%             | 2055-09-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust 2026-1                                                        | MTBRV 2026-1A A                    | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     421122 | PA      | $416357.97    | 0.03%             | 2046-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products Inc                                                       | QXO BLDG PRODUCT                   | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51007.42     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    1548000 | PA      | $801597.87    | 0.06%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                 | DRVPNK 2025-1A C                   | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40548.98     | 0.00%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99966.22     | 0.01%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390083.92    | 0.03%             | 2033-03-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4671 BZ                        | CUSIP: 3137BW2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136963 | PA      | $125585.76    | 0.01%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     800000 | PA      | $790246.63    | 0.06%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51158.37     | 0.00%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     410000 | PA      | $416634.83    | 0.03%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                               | LADAR 2024-3A C                    | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20130.17     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81332.42     | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                         | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     440000 | PA      | $439622.77    | 0.03%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109304.53    | 0.01%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $405390.72    | 0.03%             | 2030-01-09      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                             | FORDL 2025-A B                     | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20164.75     | 0.00%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                           | HART 2024-B C                      | CUSIP: 44934QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $50964.64     | 0.00%             | 2031-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS8937                          | CUSIP: 3140XQ4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223218 | PA      | $221196.10    | 0.02%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     867000 | PA      | $786440.15    | 0.06%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7255                          | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     711924 | PA      | $611594.31    | 0.05%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    3760000 | PA      | $3823075.50   | 0.28%             | 2028-03-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                          | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100014.28    | 0.01%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     400000 | PA      | $383584.44    | 0.03%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9781                          | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     619145 | PA      | $643394.57    | 0.05%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                    | HPEFS 2025-2A C                    | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99392.29     | 0.01%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                                             | NAVEL 2025-A A                     | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170927 | PA      | $171226.11    | 0.01%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     340000 | PA      | $335860.63    | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     400000 | PA      | $344101.05    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92764.02     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                        | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     991000 | PA      | $982084.99    | 0.07%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4842                          | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     446841 | PA      | $451973.78    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                               | BMARK 2022-B36 A5                  | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     225000 | PA      | $217729.69    | 0.02%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                              | TCN 2024-SFR4 A                    | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      98713 | PA      | $96710.10     | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Trinity Rail Leasing 2021 LLC                                                   | TRL 2024-1A A                      | CUSIP: 89656GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      46679 | PA      | $46688.48     | 0.00%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Cable One Inc                                                                   | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     165000 | PA      | $114758.88    | 0.01%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278058EA6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     297000 | PA      | $287045.35    | 0.02%             | 2056-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     400000 | PA      | $246694.87    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                           | UBSCM 2017-C7 A4                   | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $19736.15     | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2024-D A                     | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101101.62    | 0.01%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4763.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     900000 | PA      | $618082.03    | 0.05%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                             | BENIN INTL BOND                    | CUSIP: 08205QAE8<br>LEI: N/A                  | Long             | DBT              | NUSS              | BJ        |     200000 | PA      | $197850.88    | 0.01%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      52000 | PA      | $53335.40     | 0.00%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| RR 44 Ltd                                                                       | RRAM 2026-44A A1A                  | CUSIP: 78109WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     250000 | PA      | $249559.65    | 0.02%             | 2041-04-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $288025.15    | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2087000 | PA      | $1329647.26   | 0.10%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-2A A                    | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      75000 | PA      | $76416.92     | 0.01%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTI                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     140000 | PA      | $143572.97    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6.5 4/26                      | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18900000 | PA      | $19546735.32  | 1.45%             | 2026-04-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                             | FORDO 2024-D B                     | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20206.76     | 0.00%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     720000 | PA      | $681165.43    | 0.05%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                       | BETCLIC EVEREST                    | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $113827.23    | 0.01%             | 2031-12-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0208                          | CUSIP: 3618N5GS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     184087 | PA      | $190184.55    | 0.01%             | 2055-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: JPY 0.905980 16-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  847580000 | NC      | $15397.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                    | CAS 2025-R05 2A1                   | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115153 | PA      | $115048.85    | 0.01%             | 2045-07-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2014-74 ZA                     | CUSIP: 3136ALWS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     563145 | PA      | $492791.07    | 0.04%             | 2044-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                                                              | DEUTSCHE WOHNEN                    | CUSIP: N/A<br>LEI: 529900QE24Q67I3FWZ10       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $70821.72     | 0.01%             | 2041-04-07      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                    | KEYBANK NAT ASSN                   | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49342.16     | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: PLN 4.400000 19-SEP-2035 WIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    8350000 | NC      | $73765.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     850000 | PA      | $789706.23    | 0.06%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET                   | CUSIP: 12802D2T2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    2781000 | PA      | $2753135.54   | 0.20%             | 2031-02-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      67000 | PA      | $71600.54     | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25404.08     | 0.00%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd                                                      | ARDONAGH GROUP                     | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |       5000 | PA      | $4854.05      | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $260223.02    | 0.02%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     108000 | PA      | $102638.55    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      92000 | PA      | $98840.27     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | ROCKET COS INC                     | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $35434.93     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5443                          | CUSIP: 31418FBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     464427 | PA      | $458564.91    | 0.03%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $436171.00    | 0.03%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                         | OMFIT 2025-1A A                    | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     590000 | PA      | $591199.94    | 0.04%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7503                          | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120646 | PA      | $111998.05    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                           | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142333.77    | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                                 | VDC 2025-2A A2                     | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     710000 | PA      | $699226.53    | 0.05%             | 2055-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     310000 | PA      | $278999.59    | 0.02%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                       | IVORY COAST-PDI                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CI        |     761000 | PA      | $773718.82    | 0.06%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | OUTFRONT MEDIA C                   | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $33776.40     | 0.00%             | 2030-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                         | SEDGWICK CMS INC                   | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     118877 | PA      | $116520.43    | 0.01%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                            | FLUTTER TREASURY                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     175000 | PA      | $173104.76    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7192                          | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1150593 | PA      | $948664.89    | 0.07%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     800000 | PA      | $790475.19    | 0.06%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $129761.75    | 0.01%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     210000 | PA      | $204407.31    | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                  | NALT 2025-B C                      | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40002.57     | 0.00%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      66000 | PA      | $68128.57     | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                                      | EART 2026-1A C                     | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     280000 | PA      | $276447.05    | 0.02%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                                      | PNFED 2025-A C                     | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $19922.96     | 0.00%             | 2032-02-17      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Public Property Invest AS                                                       | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     546000 | PA      | $639387.24    | 0.05%             | 2030-03-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Moog Inc                                                                        | MOOG INC                           | CUSIP: 615394AP8<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30118.17     | 0.00%             | 2034-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                       | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     151000 | PA      | $142704.25    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS6823                          | CUSIP: 3140XNSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     469524 | PA      | $422085.54    | 0.03%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    2104000 | PA      | $2086994.40   | 0.15%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                              | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49479.65     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    1270000 | PA      | $1470417.79   | 0.11%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Grand City Properties Finance Sarl                                              | GRAND CITY FINAN                   | CUSIP: N/A<br>LEI: 8945006UT2CWIRXJSL95       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $214474.19    | 0.02%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |     500000 | PA      | $406983.15    | 0.03%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     360000 | PA      | $352854.88    | 0.03%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                              | SCCU 2025-1A A4                    | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30127.09     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                          | CREDIT ACCEPTANC                   | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $51992.89     | 0.00%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.572000 15-NOV-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4670000 | NC      | $98213.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                    | CAS 2024-R06 1A1                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91296 | PA      | $91267.85     | 0.01%             | 2044-09-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     870000 | PA      | $851588.82    | 0.06%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | ROCKET COS INC                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $121252.64    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99368.10     | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     250000 | PA      | $229061.52    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $160059.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     750000 | PA      | $759773.91    | 0.06%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                 | SEALED AIR CORP                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10110.97     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     550000 | PA      | $550040.06    | 0.04%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                             | GRAY MEDIA                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60047.91     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                   | LYRA 2025-1A A2                    | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-CBDO         | CORP              | US        |     240802 | PA      | $242249.68    | 0.02%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $599860.66    | 0.04%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                   | TEVA PHARMACEUCI                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      90000 | PA      | $91147.09     | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     911000 | PA      | $903082.03    | 0.07%             | 2066-03-16      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Alumina Ltd                                                                     | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $255879.52    | 0.02%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $230020.09    | 0.02%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5013 EA                        | CUSIP: 3137FW2K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166166 | PA      | $126380.10    | 0.01%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: 445545AW6<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    1970000 | PA      | $1996978.72   | 0.15%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9670                          | CUSIP: 36179YW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     194354 | PA      | $202390.93    | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS                   | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398138.28    | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                                             | OCP 2023-30A AR                    | CUSIP: 67578RAL5<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-MBS          | CORP              | JE        |     170000 | PA      | $169809.53    | 0.01%             | 2039-01-24      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE                   | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |    5200000 | PA      | $5155566.00   | 0.38%             | 2031-02-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394309.21    | 0.03%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RR 44 Ltd                                                                       | RRAM 2026-44A A2                   | CUSIP: 78109WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     290000 | PA      | $290199.35    | 0.02%             | 2041-04-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2026-1                                   | SDART 2026-1 D                     | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     470000 | PA      | $462996.39    | 0.03%             | 2032-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34779.02     | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1500000 | PA      | $1463454.18   | 0.11%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     909000 | PA      | $946044.93    | 0.07%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $167.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     400000 | PA      | $414735.25    | 0.03%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $30860.34     | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     600000 | PA      | $609977.18    | 0.05%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB1577                          | CUSIP: 3132CXXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     458934 | PA      | $455611.07    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25668.07     | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (COLOM)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    1178000 | NC      | $68886.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     340000 | PA      | $262774.54    | 0.02%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                 | STANDARD BUILDIN                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98990.35     | 0.01%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     475000 | PA      | $433331.25    | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      30000 | PA      | $22980.13     | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2017-112 ZC                    | CUSIP: 3136B0PY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128042 | PA      | $104764.00    | 0.01%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                 | KENYA REP OF                       | CUSIP: 491798AS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KE        |     626000 | PA      | $565506.47    | 0.04%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     340000 | PA      | $343962.81    | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400364.48    | 0.03%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $497856.33    | 0.04%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                | AMERITEX HOLDCO                    | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20627.64     | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7052                          | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     742569 | PA      | $638732.13    | 0.05%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-24266.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                          | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      65000 | PA      | $72599.77     | 0.01%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5649                          | CUSIP: 31418FH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     151336 | PA      | $158810.46    | 0.01%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     150000 | PA      | $139115.59    | 0.01%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     245000 | PA      | $263174.51    | 0.02%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    4710000 | PA      | $4680355.26   | 0.35%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     150000 | PA      | $116999.41    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     660000 | PA      | $628345.20    | 0.05%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     175000 | PA      | $178571.74    | 0.01%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     207000 | PA      | $216887.44    | 0.02%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ2401                          | CUSIP: 3142GSU30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     226128 | PA      | $224828.89    | 0.02%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 2.500000 10-MAR-2028   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   11120000 | NC      | $40102.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-2A B                    | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      85000 | PA      | $86644.44     | 0.01%             | 2031-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                           | GILDAN ACTIVEWEA                   | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $29687.85     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     150000 | PA      | $144219.89    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     100000 | PA      | $113397.02    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                        | WOART 2025-A C                     | CUSIP: 98164YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40618.79     | 0.00%             | 2031-10-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $184564.14    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     165000 | PA      | $182594.46    | 0.01%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY                    | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     700000 | PA      | $696919.87    | 0.05%             | 2056-07-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-288.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                       | GMCAR 2024-3 B                     | CUSIP: 38013KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20309.37     | 0.00%             | 2030-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     392000 | PA      | $274011.18    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8878                          | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235468 | PA      | $234350.12    | 0.02%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2026-CNF1                                                        | PMTLT 2026-CNF1 A26                | CUSIP: 729920BE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1965279 | PA      | $1961666.88   | 0.15%             | 2057-01-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     998000 | PA      | $833836.79    | 0.06%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23527.24     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2016-103 ZK                    | CUSIP: 3136AUY62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     989527 | PA      | $903666.23    | 0.07%             | 2047-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ3891                          | CUSIP: 3142GUKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     221584 | PA      | $228761.53    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTL ENRGY GEN                   | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $144242.29    | 0.01%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ0662                          | CUSIP: 3142GQWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170304 | PA      | $176595.69    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | ROCKET COS INC                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $60588.77     | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ1658                          | CUSIP: 3142GRZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190858 | PA      | $195206.03    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $659109.37    | 0.05%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                     | EVGRN 2025-CRT5 B                  | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |     100000 | PA      | $100873.63    | 0.01%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                                  | SNF GROUP SACA                     | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $92467.57     | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 4 4/26                        | CUSIP: 21H040640<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3700000 | PA      | $3461667.83   | 0.26%             | 2026-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2287                          | CUSIP: 3140QMRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1731563 | PA      | $1480093.01   | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-3A B                    | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100366.64    | 0.01%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     470000 | PA      | $534927.46    | 0.04%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                             | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $45000.00     | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                                | ABCLN 2025-B D                     | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     207566 | PA      | $207702.96    | 0.02%             | 2033-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAP LTD                   | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |     368000 | PA      | $377639.84    | 0.03%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67757.11     | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                              | JPMMT 2021-INV4 A2                 | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525624 | PA      | $456137.56    | 0.03%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9629.64      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                   | BBCMS 2025-C35 AS                  | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $41221.67     | 0.00%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     630640 | PA      | $613525.51    | 0.05%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA COMMUNICATIO                   | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98995.59     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     500000 | PA      | $501702.78    | 0.04%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (TURKEY)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3294000 | NC      | $-294333.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                             | NOVA CHEMICALS                     | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      52000 | PA      | $54915.58     | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                       | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $120191.23    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    4199000 | PA      | $4168958.42   | 0.31%             | 2030-10-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     184000 | PA      | $182550.03    | 0.01%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                              | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $294590.76    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687GE0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     740000 | PA      | $719638.80    | 0.05%             | 2036-03-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     310000 | PA      | $305269.88    | 0.02%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-6INV                                               | FSMT 2021-6INV A4                  | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     749533 | PA      | $623078.56    | 0.05%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                | LIGHT & WONDER                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53847.61     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     200000 | PA      | $163807.49    | 0.01%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63984.97     | 0.00%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD2260                          | CUSIP: 3133AYQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2289 | PA      | $2032.04      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-INV1                        | MSRM 2026-INV1 A9                  | CUSIP: 61780JAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2697452 | PA      | $2696998.43   | 0.20%             | 2061-02-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45580.46     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                                            | PROG 2025-SFR6 B                   | CUSIP: 74334EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150000 | PA      | $141663.17    | 0.01%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BMO 2026-C14 Mortgage Trust                                                     | BMO 2026-C14 A5                    | CUSIP: 096942AV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $657985.90    | 0.05%             | 2059-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15686.95     | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135DT0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     200000 | PA      | $228163.10    | 0.02%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | MELCO RESORTS                      | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |       2000 | PA      | $1919.03      | 0.00%             | 2029-12-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1040762.61   | 0.08%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     440000 | PA      | $242057.92    | 0.02%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91963.99     | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4809 CZ                        | CUSIP: 3137FGMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     192846 | PA      | $183559.28    | 0.01%             | 2048-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8129                          | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     771816 | PA      | $654661.88    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS3099                          | CUSIP: 3140XJNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     225126 | PA      | $201807.89    | 0.01%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     120000 | PA      | $131269.66    | 0.01%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $199641.38    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                      | FIRST QUANTUM                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $20345.33     | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFRMT 2026-1A C                    | CUSIP: 00833BAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     180000 | PA      | $179361.23    | 0.01%             | 2034-02-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     242000 | PA      | $243252.79    | 0.02%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC2106                          | CUSIP: 3140Y8KU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2467635 | PA      | $2433960.09   | 0.18%             | 2056-02-01      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX TECHNOLOGIES                   | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      50000 | PA      | $48126.74     | 0.00%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                                                 | DRVPNK 2026-1A D                   | CUSIP: 05330WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     260000 | PA      | $258270.09    | 0.02%             | 2034-01-11      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7768                          | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222242 | PA      | $198395.61    | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-28.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                          | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     300000 | PA      | $288092.46    | 0.02%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     240000 | PA      | $265077.31    | 0.02%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-5 C                      | CUSIP: 92348KEJ8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $70333.56     | 0.01%             | 2031-06-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $225552.11    | 0.02%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                          | FRONERI LUX FINC                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     115000 | PA      | $112478.93    | 0.01%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GF                      | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1521648.91   | 0.11%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-28L                                          | NYC 2025-28L A                     | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99577.32     | 0.01%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     130000 | PA      | $124373.97    | 0.01%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2026-1                          | HACLN 2026-1 B1                    | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     410000 | PA      | $408201.90    | 0.03%             | 2034-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71335.14     | 0.01%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                         | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395533.51    | 0.03%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Esab Corp                                                                       | ESAB CORP                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81040.08     | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2900000 | PA      | $2889578.13   | 0.21%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                         | STACR 2024-DNA2 A1                 | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |      39954 | PA      | $39966.45     | 0.00%             | 2044-05-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP                                                            | BOOTS GROUP FINC                   | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |      25000 | PA      | $25062.50     | 0.00%             | 2032-08-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: 718286CV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     200000 | PA      | $202340.75    | 0.01%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                                    | CAS 2025-R06 1A1                   | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98939 | PA      | $98707.31     | 0.01%             | 2045-09-25      | Floating      | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10340.16     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 787764                          | CUSIP: 3622ADQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156459 | PA      | $163290.84    | 0.01%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                 | BANK 2021-BN35 A5                  | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40000 | PA      | $35328.20     | 0.00%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     476000 | PA      | $470278.06    | 0.03%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LE                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     505000 | PA      | $491908.30    | 0.04%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                                         | STACR 2025-DNA2 A1                 | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |      68750 | PA      | $68832.59     | 0.01%             | 2045-05-25      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     300000 | PA      | $276501.81    | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-5A A                    | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $159518.67    | 0.01%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | REP OF SRI LANKA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |       8658 | PA      | $6594.15      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                    | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     670000 | PA      | $634242.83    | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     570000 | PA      | $556444.54    | 0.04%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                   | UNITED WHOLESALE                   | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9845.75      | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7557                          | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     616405 | PA      | $600985.11    | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKU                     | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |     900000 | PA      | $867189.06    | 0.06%             | 2030-09-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4822000 | PA      | $4873044.60   | 0.36%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4157000 | PA      | $4175836.41   | 0.31%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                              | JPMMT 2021-INV6 A2A                | CUSIP: 46654FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     266232 | PA      | $221315.38    | 0.02%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     140000 | PA      | $134527.40    | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21613.76     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     780000 | PA      | $765408.57    | 0.06%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $33.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                               | LADAR 2024-3A B                    | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30166.66     | 0.00%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      18000 | PA      | $16019.18     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2026-A                                                | NSLT 2026-A B                      | CUSIP: 64032UAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     840000 | PA      | $829832.98    | 0.06%             | 2061-02-21      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1010000 | PA      | $977806.25    | 0.07%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128812.12    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     350000 | PA      | $356765.75    | 0.03%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $506957.50    | 0.04%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     979000 | PA      | $991612.66    | 0.07%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS8382                          | CUSIP: 3140XQJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186117 | PA      | $179076.95    | 0.01%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8725                          | CUSIP: 36179XVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223284 | PA      | $222363.21    | 0.02%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $74683.03     | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC1077                          | CUSIP: 3140Y7FT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     905630 | PA      | $901166.50    | 0.07%             | 2055-09-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                                        | PMTLT 2024-INV1 A9                 | CUSIP: 73015BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73807 | PA      | $73856.00     | 0.01%             | 2059-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | CMDC 2026-1A A21                   | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $436341.09    | 0.03%             | 2056-02-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | PROG 2025-SFR1 A                   | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     198988 | PA      | $189401.47    | 0.01%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                     | STARWOOD PROP TR                   | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79553.49     | 0.01%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5194 H                         | CUSIP: 3137H5S81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     438129 | PA      | $400844.02    | 0.03%             | 2047-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303518.37    | 0.02%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO 2025-C11 A5                    | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $218643.62    | 0.02%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3793                          | CUSIP: 3140QPGB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1914683 | PA      | $1757694.05   | 0.13%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                  | RIVERS ENT BOR                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39942.23     | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                      | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1824.84      | 0.00%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | AVIATION CAPITAL                   | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     515000 | PA      | $496797.94    | 0.04%             | 2033-01-28      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SV        |     827000 | PA      | $860936.27    | 0.06%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      71000 | PA      | $78522.06     | 0.01%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                         | BRAZIL REP OF                      | CUSIP: 105756CP3<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    5337000 | PA      | $5237447.41   | 0.39%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4431 Z                         | CUSIP: 3137BFXR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117073 | PA      | $106346.21    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                  | SOUTH BOW CANADI                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $20504.04     | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTI                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      36000 | PA      | $35951.91     | 0.00%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 30Y RTR 4.090000 16-JUL-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -1340000 | NC      | $-32579.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                                    | CAS 2024-R05 2A1                   | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18136 | PA      | $18090.66     | 0.00%             | 2044-07-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                                      | EART 2025-5A D                     | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     500000 | PA      | $496212.20    | 0.04%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | REP OF SRI LANKA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |      79719 | PA      | $73750.04     | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                    | CUSIP: 219868CP9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    4877000 | PA      | $4821753.15   | 0.36%             | 2036-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      90000 | PA      | $80180.27     | 0.01%             | 2032-04-23      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     386000 | PA      | $398862.47    | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4414.00      | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4399                          | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     208633 | PA      | $176833.94    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     500000 | PA      | $484726.16    | 0.04%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BQ6118                          | CUSIP: 3140KRYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     897821 | PA      | $762101.63    | 0.06%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City of Madrid Spain                                                            | CITY OF MADRID S                   | CUSIP: N/A<br>LEI: 9598000KQHFX2BBJ0T57       | Long             | DBT              | NUSS              | ES        |    2280000 | PA      | $2571769.96   | 0.19%             | 2035-10-31      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB1385                          | CUSIP: 3132CXRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232579 | PA      | $219936.26    | 0.02%             | 2038-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                     | CGCMT 2018-B2 A4                   | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $59380.97     | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS8769                          | CUSIP: 3140XQW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222051 | PA      | $204954.69    | 0.02%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A                           | SBCLN 2025-A D                     | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $249707.98    | 0.02%             | 2034-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5466                          | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     474377 | PA      | $452294.78    | 0.03%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc                                                         | DARLING INGREDIE                   | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49963.03     | 0.00%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                        | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $200459.66    | 0.01%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-INV1                                                   | RCKT 2024-INV1 A1                  | CUSIP: 74938QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     387507 | PA      | $395771.94    | 0.03%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2023-1A C                    | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101247.80    | 0.01%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 2.870000 16-JUL-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -11960000 | NC      | $-13867.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS9776                          | CUSIP: 3140XR2J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1759195 | PA      | $1587892.59   | 0.12%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                  | PMTLT 2026-INV4 A1                 | CUSIP: 69383UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2440031.28   | 0.18%             | 2057-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38503.30     | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-735.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                   | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    1640000 | PA      | $1624587.26   | 0.12%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                     | STARWOOD PROP TR                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55921.63     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL3014                          | CUSIP: 31427QK43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1273288 | PA      | $1326694.95   | 0.10%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAN 10YR BOND FUT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -55 | NC      | $30837.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artea Bankas AB                                                                 | ARTEA BANKAS AB                    | CUSIP: N/A<br>LEI: 549300TK038P6EV4YU51       | Long             | DBT              | CORP              | LT        |     300000 | PA      | $343181.76    | 0.03%             | 2029-10-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL                    | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42750.66     | 0.00%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                | SFAST 2025-2A B                    | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40181.81     | 0.00%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4094                          | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2057978 | PA      | $1862316.50   | 0.14%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                  | BBCMS 2024-5C25 A3                 | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $413154.68    | 0.03%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.317300 18-JUN-2031 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1900715 | NC      | $-29901.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                            | BWX TECHNOLOGIES                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77931.00     | 0.01%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| State of Israel                                                                 | STATE OF ISRAEL                    | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1100000 | PA      | $1008724.62   | 0.07%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1035000 | PA      | $1052667.77   | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786742                          | CUSIP: 3622ACLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     478720 | PA      | $448261.92    | 0.03%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     720000 | PA      | $727628.72    | 0.05%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS9748                          | CUSIP: 3140XRZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     679173 | PA      | $626670.17    | 0.05%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     390000 | PA      | $392708.76    | 0.03%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     213000 | PA      | $246718.58    | 0.02%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                  | NALT 2025-A B                      | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20152.54     | 0.00%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS3795                          | CUSIP: 3140XKGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75078 | PA      | $69790.22     | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       7000 | PA      | $5250.02      | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                               | CELULOSA ARAUCO                    | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     500000 | PA      | $492652.91    | 0.04%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786661                          | CUSIP: 3622ACJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     204479 | PA      | $208564.49    | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                | ALTICE FRANCE                      | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     106596 | PA      | $100789.28    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                  | SDART 2025-2 D                     | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     895000 | PA      | $905247.57    | 0.07%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     795000 | PA      | $774204.61    | 0.06%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7382                          | CUSIP: 3140XBFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232486 | PA      | $207086.74    | 0.02%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     950000 | PA      | $929369.58    | 0.07%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25387.59     | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     711000 | PA      | $711686.24    | 0.05%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                           | HART 2024-C B                      | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10083.47     | 0.00%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL1379                          | CUSIP: 31427NQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230765 | PA      | $220752.67    | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-C66                                  | WFCM 2026-C66 A5                   | CUSIP: 95005CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830000 | PA      | $858425.51    | 0.06%             | 2059-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0521                          | CUSIP: 3132DMSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1378042 | PA      | $1225336.49   | 0.09%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                      | BMO 2024-C8 AS                     | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $30966.79     | 0.00%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3108.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 3.270000 16-JUL-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   11960000 | NC      | $30513.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL RUBBERMAI                   | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27620.20     | 0.00%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4100000 | PA      | $4068449.23   | 0.30%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | ENTERGY TEXAS                      | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21699.60     | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                   | BBCMS 2024-C26 A5                  | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $157562.07    | 0.01%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB0506                          | CUSIP: 3140QKR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4944880 | PA      | $4240655.15   | 0.31%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2021-86 EA                     | CUSIP: 3136BKB76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1078212 | PA      | $922157.06    | 0.07%             | 2049-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                | AMC NETWORKS INC                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     153000 | PA      | $129401.75    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                        | EAGLE LUXCO                        | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |    1544000 | PA      | $1549851.74   | 0.11%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0483                          | CUSIP: 3140W0RD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1278910 | PA      | $1292301.36   | 0.10%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     230000 | PA      | $217051.56    | 0.02%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |    2520000 | PA      | $2549509.45   | 0.19%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM8685                          | CUSIP: 3140XCUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12525 | PA      | $11129.07     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA                   | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      30000 | PA      | $28448.29     | 0.00%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     374000 | PA      | $362574.74    | 0.03%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      16000 | PA      | $15211.92     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1381653.70   | 0.10%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM5025                          | CUSIP: 3140X8SP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1699560 | PA      | $1383594.19   | 0.10%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                  | BOMBARDIER INC                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25838.61     | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                                         | SCLP 2025-4 C                      | CUSIP: 83405UAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99593.46     | 0.01%             | 2035-08-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                        | BIDVEST GROUP UK                   | CUSIP: N/A<br>LEI: 984500A80C777F496830       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $298119.81    | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      20000 | PA      | $20254.22     | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2020-126 AK                    | CUSIP: 38382HUW8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1974315 | PA      | $1552143.89   | 0.11%             | 2050-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     310000 | PA      | $314245.12    | 0.02%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1603                          | CUSIP: 3140XGX95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1565283 | PA      | $1440121.65   | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2026-C14 Mortgage Trust                                                     | BMO 2026-C14 AS                    | CUSIP: 096942AZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $297685.29    | 0.02%             | 2059-02-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC                   | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54671.04     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1595000 | PA      | $1543679.68   | 0.11%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Betclic Everest Group SAS                                                       | BETCLIC EVEREST                    | CUSIP: N/A<br>LEI: 96950037FKVH5JOEKU82       | Long             | LON              | CORP              | FR        |      15000 | PA      | $14962.50     | 0.00%             | 2031-12-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     400000 | PA      | $405813.97    | 0.03%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17076.83     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1869                          | CUSIP: 3140XHCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     339679 | PA      | $315436.94    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                               | LADAR 2025-2A D                    | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $49883.81     | 0.00%             | 2032-12-15      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                          | TAKEOFF MERGER                     | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2493140.59   | 0.18%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                         | LITPK 2025-1A B                    | CUSIP: 53229VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     380000 | PA      | $379494.22    | 0.03%             | 2037-10-24      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE VERNOVA INC                     | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     218000 | PA      | $215311.95    | 0.02%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190573.31    | 0.01%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                         | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     365000 | PA      | $361803.94    | 0.03%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY COR                   | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     230000 | PA      | $204318.59    | 0.02%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 4 4/26                        | CUSIP: 21H040640<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -3700000 | PA      | $-3461667.83  | -0.26%            | 2026-04-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | UNITED AIRLINES                    | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58871.63     | 0.00%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY                    | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     580000 | PA      | $573597.20    | 0.04%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     380000 | PA      | $334496.97    | 0.02%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      85000 | PA      | $85465.35     | 0.01%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                | VAIL RESORTS                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69498.95     | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ3063                          | CUSIP: 3142GTMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     668793 | PA      | $679297.11    | 0.05%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US FOODS INC                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14964.80     | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     182000 | PA      | $172336.69    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     511000 | PA      | $498763.85    | 0.04%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                 | HERTZ 2025-5A C                    | CUSIP: 42806MDN6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $98874.07     | 0.01%             | 2030-05-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     424000 | PA      | $456997.82    | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786912                          | CUSIP: 3622ACR93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     208236 | PA      | $212591.08    | 0.02%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     320000 | PA      | $320344.76    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12883.54     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1507                          | CUSIP: 3132DNU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3147910 | PA      | $2556778.40   | 0.19%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.681517 15-NOV-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1700000 | NC      | $21157.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2390.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CARMX 2024-4 C                     | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10103.61     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     612000 | PA      | $617590.83    | 0.05%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0530                          | CUSIP: 3140XFSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     197994 | PA      | $181980.80    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1141                          | CUSIP: 3142BBHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     330703 | PA      | $334629.23    | 0.02%             | 2055-09-01      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    2143588 | PA      | $1793636.91   | 0.13%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 2.5 4/26                      | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     750000 | PA      | $707607.45    | 0.05%             | 2026-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25285.41     | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                      | DBJPM 2020-C9 A5                   | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $134080.46    | 0.01%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     310000 | PA      | $321596.52    | 0.02%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $69377.56     | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                  | GMALT 2025-1 B                     | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $60422.71     | 0.00%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                              | RYAN SPECIALTY G                   | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29147.79     | 0.00%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61572.34     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                               | AMER AXLE & MFG                    | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      48000 | PA      | $45759.25     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                                          | FORDR 2024-1 B                     | CUSIP: 34533BAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $102046.36    | 0.01%             | 2036-08-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1713000 | PA      | $1671438.07   | 0.12%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      30500 | PA      | $29944.52     | 0.00%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75791.29     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                   | CHAOT 2024-4A B                    | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $71063.39     | 0.01%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                                        | PMTLT 2025-INV7 A8                 | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1558621 | PA      | $1559747.68   | 0.12%             | 2056-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     300000 | PA      | $262502.01    | 0.02%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63953.25     | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1588437.50   | 0.12%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: BRL 12.804000 02-JAN-2029 BZD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   19155000 | NC      | $-55686.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1279968.75   | 0.09%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |     309000 | PA      | $374171.17    | 0.03%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3775.07      | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-REV1                                          | FORDR 2026-1 B                     | CUSIP: 34532XAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     370000 | PA      | $367322.46    | 0.03%             | 2038-08-15      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                              | CLIF 2024-1A A                     | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-CBDO         | CORP              | US        |      84608 | PA      | $84865.38     | 0.01%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     210000 | PA      | $213611.25    | 0.02%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL3388                          | CUSIP: 31427QXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     612314 | PA      | $622743.50    | 0.05%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | HUNTINGTON NATL                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103400.64    | 0.01%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     850000 | PA      | $863311.97    | 0.06%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                    | BREAD FINANCIAL                    | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74422.53     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 787412                          | CUSIP: 3622ADDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     259397 | PA      | $268238.96    | 0.02%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     784000 | PA      | $695095.62    | 0.05%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                       | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12685.32     | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1323                          | CUSIP: 3142BBPG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     159708 | PA      | $159038.23    | 0.01%             | 2056-01-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    1995000 | PA      | $2029194.90   | 0.15%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $206330.72    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     300000 | PA      | $258947.30    | 0.02%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EW Scripps Co/The                                                               | EW SCRIPPS                         | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63184.23     | 0.00%             | 2030-08-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                      | LADAR 2025-1A D                    | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $70906.01     | 0.01%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                    | FOCUS FINANCIAL                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      75000 | PA      | $74607.46     | 0.01%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2022-INV1                                     | MELLO 2022-INV1 A3                 | CUSIP: 585490AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     154764 | PA      | $128750.17    | 0.01%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      87000 | PA      | $87502.94     | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4602                          | CUSIP: 31418EDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1404570 | PA      | $1290754.81   | 0.10%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS9508                          | CUSIP: 3140XRR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     234618 | PA      | $226915.80    | 0.02%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77086.24     | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     330000 | PA      | $277953.88    | 0.02%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1300000 | PA      | $1042234.38   | 0.08%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $207528.09    | 0.02%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD4977                          | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     235406 | PA      | $233244.24    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS4273                          | CUSIP: 3140XKXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     741699 | PA      | $734593.93    | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV1                                                        | PMTLT 2026-INV1 A36                | CUSIP: 73015LBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1665470 | PA      | $1669083.81   | 0.12%             | 2057-01-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 842074                          | CUSIP: 31288RJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1042551 | PA      | $1052037.03   | 0.08%             | 2055-12-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     105000 | PA      | $106654.26    | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                          | MSC 2018-L1 A4                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $199245.14    | 0.01%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                   | SDART 2024-5 C                     | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $170843.97    | 0.01%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1430507.81   | 0.11%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                 | STANDARD BUILDIN                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15074.58     | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2026-INV1 Trust                                                             | OBX 2026-INV1 A2                   | CUSIP: 67123WAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4205363 | PA      | $4210783.47   | 0.31%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                    | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      90000 | PA      | $89438.75     | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | REP OF SRI LANKA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |     105488 | PA      | $94434.65     | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | UNITED AIRLINES                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29381.32     | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                                    | RCKTL 2025-2A B                    | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99783.21     | 0.01%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                   | CHAOT 2025-2A C                    | CUSIP: 16144MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $49646.67     | 0.00%             | 2031-04-25      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS8252                          | CUSIP: 3140XQE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     309780 | PA      | $307902.56    | 0.02%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                            | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $99475.14     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUP                   | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75588.55     | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 10Y RTP 5.144000 02-FEB-2028  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3660000 | NC      | $40194.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      39000 | PA      | $36636.00     | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                         | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203951.47    | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     900000 | PA      | $876675.07    | 0.06%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Esab Corp                                                                       | ESAB CORP                          | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90626.19     | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                   | BBCMS 2024-C24 AS                  | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $92770.19     | 0.01%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.IG.46.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -13208287 | NC      | $227564.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401673.76    | 0.03%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2036840.22   | 0.15%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $175114.98    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                              | ASURION LLC/CO                     | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $243974.05    | 0.02%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2.5 4/26                      | CUSIP: 01F022642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -15000000 | PA      | $-12609375.00 | -0.93%            | 2026-04-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS8195                          | CUSIP: 3140XQC96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2075612 | PA      | $1685842.37   | 0.12%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DPABS 2025-1A A2II                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     230000 | PA      | $228657.15    | 0.02%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                          | GSMS 2020-GC47 AS                  | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $27314.06     | 0.00%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      75000 | PA      | $85955.59     | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $1906718.74   | 0.14%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      40000 | PA      | $38266.77     | 0.00%             | 2029-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1                            | BLAST 2026-1 C                     | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240000 | PA      | $237988.78    | 0.02%             | 2031-11-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9669                          | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     570532 | PA      | $581733.13    | 0.04%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     570000 | PA      | $553269.02    | 0.04%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                  | HALST 2025-A B                     | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101011.64    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Volksbank Wien AG                                                               | VOLKSBANK WIEN A                   | CUSIP: N/A<br>LEI: 529900D4CD6DIB3CI904       | Long             | DBT              | CORP              | AT        |     200000 | PA      | $236451.68    | 0.02%             | 2034-06-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      55000 | PA      | $53711.48     | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding III LLC                                                             | TIF 2024-2A A                      | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      87058 | PA      | $87404.01     | 0.01%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83724.30     | 0.01%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                     | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $524416.32    | 0.04%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     660000 | PA      | $664183.30    | 0.05%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE                                                                   | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204941.85    | 0.02%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-3                                               | LADAR 2025-3A C                    | CUSIP: 501684AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      90000 | PA      | $89475.87     | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SWP: KRW 2.382000 18-JUN-2030 KRW  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 3000000000 | NC      | $-104292.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1065604.87   | 0.08%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4894                          | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     195056 | PA      | $200064.07    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     200000 | PA      | $201380.86    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                               | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |     100000 | PA      | $105119.21    | 0.01%             | 2030-04-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5343 HZ                        | CUSIP: 3137HAQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116140 | PA      | $118781.22    | 0.01%             | 2053-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     865000 | PA      | $846005.10    | 0.06%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                             | DRIVE 2024-2 D                     | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      90000 | PA      | $90217.76     | 0.01%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2026-2A A                    | CUSIP: 05377RLG7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     190000 | PA      | $187599.31    | 0.01%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                                             | FORDL 2024-B B                     | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $50386.84     | 0.00%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA                   | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     510000 | PA      | $512182.08    | 0.04%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3750000 | PA      | $3731689.46   | 0.28%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd                                                        | CIFC 2023-2A BR                    | CUSIP: 125488AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     400000 | PA      | $399550.24    | 0.03%             | 2037-01-21      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4325                          | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3732124 | PA      | $3026037.38   | 0.22%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     360000 | PA      | $353556.64    | 0.03%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD/ZAR FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $562.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1037000 | PA      | $921512.22    | 0.07%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                         | JUNTA DE ANDALUC                   | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |    2375000 | PA      | $2708433.21   | 0.20%             | 2036-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS7514                          | CUSIP: 3140XPK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     655900 | PA      | $605210.90    | 0.04%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | HUNTINGTON NATL                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401266.48    | 0.03%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $580559.91    | 0.04%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0120                          | CUSIP: 3140W0D28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     458291 | PA      | $390159.36    | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     180000 | PA      | $176686.53    | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4280000 | PA      | $3713903.10   | 0.27%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                            | KIOXIA HOLDINGS                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      65000 | PA      | $66623.57     | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-3 C                      | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $60259.39     | 0.00%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | ASCENT RESOUR/AR                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $91363.65     | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24477.50     | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                                         | LITPK 2025-1A A                    | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     140000 | PA      | $139783.50    | 0.01%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39058.08     | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     103000 | PA      | $106512.12    | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     290000 | PA      | $217744.16    | 0.02%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1824000 | PA      | $1581251.25   | 0.12%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4237                          | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8155292 | PA      | $6644235.15   | 0.49%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | REPUBLIC OF ECUA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EC        |    1215000 | PA      | $1070610.25   | 0.08%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                           | FREEDOM MORTGAGE                   | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99790.68     | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Men's Wearhouse LLC/The                                                         | MEN'S WEARHOUSE                    | CUSIP: 587118AF7<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10171.65     | 0.00%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     700000 | PA      | $511839.51    | 0.04%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2025-2A B                    | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100625.59    | 0.01%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Benin Government International Bond                                             | BENIN INTL BOND                    | CUSIP: 08205QAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | BJ        |     300000 | PA      | $294493.92    | 0.02%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                   | SDART 2025-1 D                     | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $50535.89     | 0.00%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2025-F B                     | CUSIP: 69335PGD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $80095.67     | 0.01%             | 2030-08-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB6676                          | CUSIP: 3140QSM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     208913 | PA      | $215941.30    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                  | WFCM 2024-C63 A5                   | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330000 | PA      | $336835.82    | 0.02%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     300000 | PA      | $324139.41    | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3175000 | PA      | $1506388.66   | 0.11%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV10                                                       | PMTLT 2025-INV10 A36               | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4410218 | PA      | $4429241.89   | 0.33%             | 2056-10-01      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |      95000 | PA      | $108321.51    | 0.01%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     220000 | PA      | $216905.82    | 0.02%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA2557                          | CUSIP: 3140W2ZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220748 | PA      | $222258.04    | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                      | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     330000 | PA      | $334602.78    | 0.02%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 DC2938                          | CUSIP: 3618HHHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12747 | PA      | $13377.69     | 0.00%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                    | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71175.92     | 0.01%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     254000 | PA      | $278917.82    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA8248                          | CUSIP: 3133KQEV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     467486 | PA      | $464507.12    | 0.03%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      65000 | PA      | $64033.47     | 0.00%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB8973                          | CUSIP: 3140QU6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     455274 | PA      | $452373.18    | 0.03%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                                        | DURST 2025-151 A                   | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $141292.06    | 0.01%             | 2042-08-10      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3266.17      | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $89884.30     | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      27000 | PA      | $26597.90     | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                           | AMRIZE FINANCE                     | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     340000 | PA      | $345876.39    | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     100000 | PA      | $102870.95    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     215000 | PA      | $217617.92    | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                               | CHORD ENERGY                       | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      75000 | PA      | $77452.82     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I BV                                                              | SUNRISE FINCO                      | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      30000 | PA      | $28450.17     | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                  | NALT 2025-A C                      | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30169.43     | 0.00%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ5578                          | CUSIP: 3142GWFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     482187 | PA      | $498145.14    | 0.04%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      80000 | PA      | $81313.59     | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: 817477AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |     703000 | PA      | $605479.70    | 0.04%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |     595000 | PA      | $621160.78    | 0.05%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1132777.51   | 0.08%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0732                          | CUSIP: 3140W0Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     456413 | PA      | $434899.22    | 0.03%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7924                          | CUSIP: 3140JCYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     498213 | PA      | $503589.98    | 0.04%             | 2055-08-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2021-86 T                      | CUSIP: 3136BKYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1078086 | PA      | $962596.05    | 0.07%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1994.25      | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8960.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     260000 | PA      | $261680.49    | 0.02%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                        | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     570000 | PA      | $518048.91    | 0.04%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     300000 | PA      | $315261.71    | 0.02%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-INV2 Trust                          | WFMBS 2021-INV2 A2                 | CUSIP: 95003FBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     202923 | PA      | $168181.49    | 0.01%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hopper Merger Sub Inc                                                           | HOPPER MERGER SU                   | CUSIP: N/A<br>LEI: 9845009E9B4548A5N478       | Long             | LON              | CORP              | US        |     265000 | PA      | $261687.50    | 0.02%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD3228                          | CUSIP: 3132DQSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     475141 | PA      | $400866.45    | 0.03%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.750000 05-FEB-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -12760000 | NC      | $-68258.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government International Bond                                | BELGIUM KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |     388000 | PA      | $344971.15    | 0.03%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0755                          | CUSIP: 3618N5ZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     673892 | PA      | $672388.08    | 0.05%             | 2055-11-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9603                          | CUSIP: 36179YU44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1738692 | PA      | $1680657.65   | 0.12%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                                              | ELM21 2022-8A AR2                  | CUSIP: 289907AW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     190000 | PA      | $189872.40    | 0.01%             | 2038-10-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL                   | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44382.33     | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    1553000 | PA      | $1475886.51   | 0.11%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 6 5/26                        | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500000 | PA      | $1526601.60   | 0.11%             | 2026-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                    | HPEFS 2024-1A D                    | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100829.54    | 0.01%             | 2031-11-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WEN 2018-1A A2II                   | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |     311846 | PA      | $305932.49    | 0.02%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     585000 | PA      | $464995.85    | 0.03%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |      62158 | NS      | $6215185.22   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     110000 | PA      | $106837.85    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     725000 | PA      | $636688.07    | 0.05%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     425000 | PA      | $418653.98    | 0.03%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | EASTERN ENERGY                     | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     170000 | PA      | $172567.63    | 0.01%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VDC 2025-1A A2                     | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |     440000 | PA      | $430473.30    | 0.03%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO 24 LTD                                                             | FLAT 2023-2A BR                    | CUSIP: 33882CAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |     170000 | PA      | $170100.15    | 0.01%             | 2039-01-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-83 FN                     | CUSIP: 38382QWE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     196912 | PA      | $162979.17    | 0.01%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                   | CHAOT 2025-1A C                    | CUSIP: 16145NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $50275.27     | 0.00%             | 2030-12-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2979                          | CUSIP: 3140QNJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     634290 | PA      | $599811.10    | 0.04%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9744.79      | 0.00%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA3720                          | CUSIP: 3140W4D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     242232 | PA      | $240688.57    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD6864                          | CUSIP: 3132DUTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     218956 | PA      | $217902.86    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     245000 | PA      | $191128.33    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786660                          | CUSIP: 3622ACJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206220 | PA      | $210790.43    | 0.02%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                 | BANK 2019-BN24 A3                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $122542.72    | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105553.43    | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                           | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     700000 | PA      | $805295.25    | 0.06%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                | SFAST 2024-3A C                    | CUSIP: 78436XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $60411.75     | 0.00%             | 2032-10-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                                    | GMALT 2025-2 C                     | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $70503.66     | 0.01%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 3.091000 06-APR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   14020000 | NC      | $82.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     134000 | PA      | $145328.08    | 0.01%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     120000 | PA      | $117275.73    | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $277.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        381 | NC      | $-414210.21   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7174000 | PA      | $7203144.38   | 0.53%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                          | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $95189.29     | 0.01%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     105000 | PA      | $105589.13    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | REP OF SRI LANKA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |      32271 | PA      | $29854.71     | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                   | BBCMS 2022-C16 A5                  | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $19611.14     | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19545.07     | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                             | FORDO 2024-B B                     | CUSIP: 34531QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40629.90     | 0.00%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                       | KOMMUNALKREDIT                     | CUSIP: N/A<br>LEI: 549300IEVCBWVV97WC81       | Long             | DBT              | CORP              | AT        |     200000 | PA      | $229808.13    | 0.02%             | 2031-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB7237                          | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     367236 | PA      | $371196.08    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     275000 | PA      | $279596.45    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     400000 | PA      | $394588.80    | 0.03%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     200000 | PA      | $185865.56    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1935000 | PA      | $1913493.01   | 0.14%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6997                          | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1111340 | PA      | $1035074.38   | 0.08%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1400000 | PA      | $971031.25    | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 05581KAG6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $313615.20    | 0.02%             | 2034-12-05      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 5Y RTP 3.800000 13-MAY-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -5400000 | NC      | $-17385.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         30 | NC      | $-65534.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                     | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     455000 | PA      | $453834.31    | 0.03%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     626000 | PA      | $614836.17    | 0.05%             | 2033-11-06      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB2376                          | CUSIP: 3140QMUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     442661 | PA      | $377959.22    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8329                          | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     462356 | PA      | $458109.53    | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      60000 | PA      | $70316.39     | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68984.43     | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     150000 | PA      | $133334.71    | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                       | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50760.66     | 0.00%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     450000 | PA      | $402324.05    | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $41703.15     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2026-2A B                    | CUSIP: 05377RLH5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     120000 | PA      | $117806.23    | 0.01%             | 2032-08-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61319.66     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.858500 13-MAR-2038 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     280000 | NC      | $-3892.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 4.144000 04-FEB-2038 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1170000 | NC      | $10872.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8160                          | CUSIP: 3132DWB51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     497478 | PA      | $404058.52    | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                     | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100132.85    | 0.01%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                                  | CARMX 2026-1 D                     | CUSIP: 14320XAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $39531.72     | 0.00%             | 2033-01-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25544.15     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     170000 | PA      | $163501.51    | 0.01%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4512                          | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     233864 | PA      | $198000.00    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5108.50      | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                                           | BARK 2021-1A AR                    | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |     130000 | PA      | $129756.84    | 0.01%             | 2034-04-20      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 842048                          | CUSIP: 31288RHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     292887 | PA      | $296048.33    | 0.02%             | 2055-11-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  555450000 | PA      | $1738484.48   | 0.13%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0632                          | CUSIP: 3618N5V22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     781606 | PA      | $780178.87    | 0.06%             | 2055-09-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3.5 5/26                      | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250000 | PA      | $228798.83    | 0.02%             | 2026-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                              | FCCU 2025-1A A4                    | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101291.13    | 0.01%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                                          | RADIOLOGY PARTNE                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65976.62     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                      | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $921143.65    | 0.07%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA9267                          | CUSIP: 3133KRJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     455141 | PA      | $461613.89    | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $2009843.74   | 0.15%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     275000 | PA      | $298895.53    | 0.02%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                      | RHP HOTEL PPTY                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45788.77     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                      | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1222996.97   | 0.09%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2133                          | CUSIP: 3140XHLP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1343513 | PA      | $1278506.24   | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                              | BMO 2025-C11 AS                    | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90000 | PA      | $93687.07     | 0.01%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM  | EF/ELLINGTON 5                     | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      55000 | PA      | $53082.65     | 0.00%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     625000 | PA      | $627997.87    | 0.05%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     180000 | PA      | $181620.14    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $21824.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM4925                          | CUSIP: 3140X8PK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8526 | PA      | $7591.67      | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $295485.33    | 0.02%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DNKN 2025-1A A2I                   | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |     279300 | PA      | $276639.03    | 0.02%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Fortrea Holdings Inc                                                            | FORTREA HOLDINGS                   | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      43000 | PA      | $40759.61     | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB8383                          | CUSIP: 3132D6J43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199716 | PA      | $198270.30    | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC I                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129889.32    | 0.01%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     625000 | PA      | $611634.57    | 0.05%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6000000 | PA      | $5974921.86   | 0.44%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403211.17    | 0.03%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      40000 | PA      | $41842.70     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     370000 | PA      | $365390.45    | 0.03%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSU                     | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     365000 | PA      | $359507.37    | 0.03%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    1880000 | PA      | $2122719.39   | 0.16%             | 2046-02-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $36390.77     | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 842097                          | CUSIP: 31288RKJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2454188 | PA      | $2468726.48   | 0.18%             | 2056-02-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786656                          | CUSIP: 3622ACH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     966705 | PA      | $964531.21    | 0.07%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JMIKE 2026-1A A2I                  | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     430000 | PA      | $424111.02    | 0.03%             | 2056-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA7677                          | CUSIP: 3133KPQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     432980 | PA      | $432115.24    | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust 2021-INV3                                               | HAWT 2021-INV3 A3                  | CUSIP: 44555QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147614 | PA      | $122798.88    | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $24.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5201 CA                        | CUSIP: 3137H64V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216029 | PA      | $197043.36    | 0.01%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3.5 4/26                      | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13450000 | PA      | $12322512.06  | 0.91%             | 2026-04-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                     | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301072.87    | 0.02%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     215000 | PA      | $218242.88    | 0.02%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     400000 | PA      | $403222.99    | 0.03%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5.5 4/26                      | CUSIP: 21H052645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7200000 | PA      | $7239816.72   | 0.54%             | 2026-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     430000 | PA      | $429807.35    | 0.03%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | REPUBLIC OF ECUA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EC        |     800000 | PA      | $626919.04    | 0.05%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA2264                          | CUSIP: 3140W2QS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     967595 | PA      | $862186.53    | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                      | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     300000 | PA      | $240811.56    | 0.02%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     280000 | PA      | $264408.25    | 0.02%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       8000 | PA      | $7920.51      | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 787663                          | CUSIP: 3622ADML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228114 | PA      | $227101.94    | 0.02%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                           | QNITY ELECTRONIC                   | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125155.83    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     775000 | PA      | $778881.08    | 0.06%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0620                          | CUSIP: 3140XFVN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165371 | PA      | $148529.05    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     300000 | PA      | $296895.96    | 0.02%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3 4/26                        | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7500000 | PA      | $6591210.75   | 0.49%             | 2026-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8491                          | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     211694 | PA      | $215228.24    | 0.02%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                        | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     300000 | PA      | $198173.28    | 0.01%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     781000 | PA      | $623644.58    | 0.05%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                   | DISCOVERY HLDG                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      50000 | PA      | $33356.89     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |     300000 | PA      | $315323.10    | 0.02%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                                  | ESKOM HOLDINGS                     | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |    7465000 | PA      | $7339839.57   | 0.54%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VI Trust 2021-INV6                              | BVINV 2021-6 A2                    | CUSIP: 07335UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147253 | PA      | $122501.65    | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    3225000 | PA      | $3753969.38   | 0.28%             | 2027-05-29      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196070.05    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5057 AC                        | CUSIP: 3137F7HT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200000 | PA      | $165227.10    | 0.01%             | 2040-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     266000 | PA      | $252835.78    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      55000 | PA      | $40714.72     | 0.00%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA2438                          | CUSIP: 3140W2V81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     643441 | PA      | $657698.06    | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                       | KOMMUNALKREDIT                     | CUSIP: N/A<br>LEI: 549300IEVCBWVV97WC81       | Long             | DBT              | CORP              | AT        |     500000 | PA      | $595425.49    | 0.04%             | 2029-03-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5817                          | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282468 | PA      | $268966.04    | 0.02%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |     900000 | PA      | $1038725.51   | 0.08%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 CY9093                          | CUSIP: 3618G9C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     148140 | PA      | $147668.09    | 0.01%             | 2054-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSU                     | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     730000 | PA      | $722542.42    | 0.05%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc                                                         | VERSANT MEDIA GR                   | CUSIP: 92528PAB0<br>LEI: 254900D2Q5F5F229PU30 | Long             | LON              | CORP              | US        |      30000 | PA      | $29946.42     | 0.00%             | 2031-01-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35325.07     | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Rowe CLO 2026-1 Ltd                                                             | ROWE 2026-1A B                     | CUSIP: 779520AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     280000 | PA      | $280000.00    | 0.02%             | 2039-04-20      | Floating      | 5.23%                 | Yes           |                  3 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1717453.12   | 0.13%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp                    | HILTON WORLDWIDE                   | CUSIP: 432891AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39909.07     | 0.00%             | 2027-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     570000 | PA      | $508996.57    | 0.04%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |     650000 | PA      | $757612.99    | 0.06%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                      | USCLN 2026-RVM1 B1                 | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     860000 | PA      | $855998.08    | 0.06%             | 2046-12-25      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29746.30     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                              | BSP 2014-IVA BR5                   | CUSIP: 08180FCJ8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     210000 | PA      | $209725.17    | 0.02%             | 2038-10-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8104                          | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     552998 | PA      | $426905.17    | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust                             | WFMBS 2022-2 A6                    | CUSIP: 949930AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $600626.70    | 0.04%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                                  | HALST 2024-C B                     | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150000 | PA      | $151261.83    | 0.01%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                      | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306854.29    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                         | BLACK PEARL COMP                   | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $45823.85     | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                  | CENT 2025-CITY A                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290000 | PA      | $292079.71    | 0.02%             | 2040-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     544000 | PA      | $552556.70    | 0.04%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     400000 | PA      | $371639.13    | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $591247.07    | 0.04%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     190000 | PA      | $194164.49    | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2025-82 JA                     | CUSIP: 3136BXD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     539559 | PA      | $485356.76    | 0.04%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                   | SDART 2024-3 D                     | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $61425.84     | 0.00%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405183.27    | 0.03%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     453000 | PA      | $438683.97    | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     200000 | PA      | $231449.95    | 0.02%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     353000 | PA      | $348007.87    | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260402               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-188.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                 | GMREV 2025-1 A                     | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $302915.34    | 0.02%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91330.07     | 0.01%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD5086                          | CUSIP: 3132DSUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1860085 | PA      | $1886537.52   | 0.14%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4430 NZ                        | CUSIP: 3137BG3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     349339 | PA      | $318687.29    | 0.02%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                                              | BSP 2014-IVA AR5                   | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |     180000 | PA      | $179875.46    | 0.01%             | 2038-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCI 3.5 4/26                      | CUSIP: 01F032443<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1250000 | PA      | $1202246.13   | 0.09%             | 2026-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                   | BBCMS 2021-C11 A5                  | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $26524.10     | 0.00%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                    | CAS 2025-R04 1A1                   | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72440 | PA      | $72456.01     | 0.01%             | 2045-05-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407009.56    | 0.03%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER                   | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     900000 | PA      | $902468.15    | 0.07%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                                                     | RKTL 2026-1A B                     | CUSIP: 74990JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99335.51     | 0.01%             | 2035-02-26      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-67 KZ                     | CUSIP: 3136AFGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     412485 | PA      | $357647.49    | 0.03%             | 2043-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     475000 | PA      | $379334.74    | 0.03%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS                   | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      90000 | PA      | $67136.44     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     360000 | PA      | $353642.14    | 0.03%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM8480                          | CUSIP: 3140XCM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20274 | PA      | $18065.67     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7414                          | CUSIP: 3132DVGX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1967196 | PA      | $1952817.96   | 0.14%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $498111.09    | 0.04%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | ALLIED UNIVERSAL                   | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20628.00     | 0.00%             | 2031-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    4364000 | PA      | $4492029.96   | 0.33%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    1519340 | PA      | $1345066.12   | 0.10%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA5560                          | CUSIP: 3133KME92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243880 | PA      | $207547.35    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     750000 | PA      | $752400.13    | 0.06%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     480000 | PA      | $282193.78    | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                                  | CENT AMERICAN BK                   | CUSIP: 15238PAL0<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | N/A       |    4826000 | PA      | $4783570.52   | 0.35%             | 2029-01-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      29000 | PA      | $28506.04     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     800000 | PA      | $513241.32    | 0.04%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     840000 | PA      | $851307.06    | 0.06%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     888000 | PA      | $894848.36    | 0.07%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123CP3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     510000 | PA      | $502619.04    | 0.04%             | 2028-02-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4221000 | PA      | $4253811.69   | 0.31%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                         | OMFIT 2025-1A B                    | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100284.65    | 0.01%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | CMDC 2026-1A A22                   | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     260000 | PA      | $254629.78    | 0.02%             | 2056-02-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56516.38     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                           | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     950000 | PA      | $865606.62    | 0.06%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5527                          | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22337 | PA      | $20867.05     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99795.74     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (BRAZIL)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -395000 | NC      | $-7262.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB7447                          | CUSIP: 3140QTHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182382 | PA      | $190957.76    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                  | CARMX 2024-3 C                     | CUSIP: 14319GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30476.47     | 0.00%             | 2030-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Chobani LLC                                                                     | CHOBANI LLC                        | CUSIP: 17026YAL3<br>LEI: 549300ISVDMZ91KNTR38 | Long             | LON              | CORP              | US        |      30000 | PA      | $29985.00     | 0.00%             | 2032-10-28      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                      | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398529.96    | 0.03%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                          | CRVNA 2024-P4 A4                   | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100679.30    | 0.01%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2016-2 Z                       | CUSIP: 3136ARAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     375197 | PA      | $356416.96    | 0.03%             | 2046-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40484.39     | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                          | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49728.47     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB9928                          | CUSIP: 3140QWA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222695 | PA      | $228655.88    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     525000 | PA      | $531122.17    | 0.04%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | ASCENT RESOUR/AR                   | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $172717.64    | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |     557000 | PA      | $595838.05    | 0.04%             | 2032-10-04      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     570000 | PA      | $401625.22    | 0.03%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21814.78     | 0.00%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    6171000 | PA      | $6201687.60   | 0.46%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5762                          | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127337 | PA      | $119116.27    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1120087.06   | 0.08%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-71.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                  | EFF 2025-2 A4                      | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     180000 | PA      | $181136.56    | 0.01%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                  | CARMX 2025-3 C                     | CUSIP: 14290FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30253.14     | 0.00%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BU3608                          | CUSIP: 3140M5AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4320 | PA      | $3834.59      | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     520000 | PA      | $518210.33    | 0.04%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CARMX 2024-4 A4                    | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30281.23     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA0253                          | CUSIP: 3140W0H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     213145 | PA      | $211587.53    | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     485000 | PA      | $456435.56    | 0.03%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                    | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $202514.15    | 0.01%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1400000 | PA      | $1364343.75   | 0.10%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Triodos Bank NV                                                                 | TRIODOS BANK                       | CUSIP: N/A<br>LEI: 724500PMK2A2M1SQQ228       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $937756.45    | 0.07%             | 2029-09-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFRMT 2026-1A D                    | CUSIP: 00833BAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99582.45     | 0.01%             | 2034-02-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                                             | NAVRL 2025-C A                     | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     186320 | PA      | $185330.65    | 0.01%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     940000 | PA      | $865873.06    | 0.06%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      90000 | PA      | $93213.55     | 0.01%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG3225                          | CUSIP: 3140U6SP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     429693 | PA      | $429171.60    | 0.03%             | 2056-03-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                                  | SEMT 2025-S2 A1                    | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4258894 | PA      | $3948565.41   | 0.29%             | 2055-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Triodos Bank NV                                                                 | TRIODOS BANK                       | CUSIP: N/A<br>LEI: 724500PMK2A2M1SQQ228       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $340505.71    | 0.03%             | 2032-02-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     380000 | PA      | $358245.80    | 0.03%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                                        | PMTLT 2025-INV9 A9                 | CUSIP: 69392UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150586 | PA      | $1152878.50   | 0.09%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     380000 | PA      | $344549.57    | 0.03%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1900000 | PA      | $1738648.43   | 0.13%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1353.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2.5 4/26                      | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $12609375.00  | 0.93%             | 2026-04-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7531                          | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3857 | PA      | $3434.23      | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1700000 | PA      | $1523027.35   | 0.11%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                      | BMO 2024-C8 A5                     | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140000 | PA      | $144956.32    | 0.01%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 787278                          | CUSIP: 3622AC6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172677 | PA      | $178616.29    | 0.01%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55608.26     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd                                                             | VOYA 2022-3A A1R2                  | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |     210000 | PA      | $209685.48    | 0.02%             | 2036-10-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4902                          | CUSIP: 31418ENU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1981388 | PA      | $1817536.60   | 0.13%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARC Falcon I Inc / Arclin USA LLC / New Arclin US Holding Corp                  | ARC FALC I/ARC/H                   | CUSIP: 03881HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $192378.10    | 0.01%             | 2033-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     340000 | PA      | $351589.74    | 0.03%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1169139.25   | 0.09%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.251500 31-AUG-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   19600000 | NC      | $243625.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                     | SV RNO PROPERTY                    | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $208103.73    | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4575 AZ                        | CUSIP: 3137BNTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134599 | PA      | $118503.53    | 0.01%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: 836205AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     690000 | PA      | $689145.93    | 0.05%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                  | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14538.85     | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8200                          | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2032202 | PA      | $1917281.54   | 0.14%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD4946                          | CUSIP: 3132DSP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232034 | PA      | $190346.49    | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                | VAIL RESORTS                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151701.00    | 0.01%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     120000 | PA      | $126589.26    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1060000 | PA      | $786174.18    | 0.06%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Americas Inc                                                                | UBS AMERICAS INC                   | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |     150000 | PA      | $167549.41    | 0.01%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6767                          | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78364 | PA      | $72839.76     | 0.01%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 6 4/26                        | CUSIP: 21H060648<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $1016484.40   | 0.08%             | 2026-04-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4423 NZ                        | CUSIP: 3137BFGK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     770467 | PA      | $701163.21    | 0.05%             | 2044-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $54.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $53386.54     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Garrett Motion Holdings Inc / Garrett LX I Sarl                                 | GARRETT MOT/SARL                   | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25858.62     | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                   | TOTALENERGI CAP                    | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |     720000 | PA      | $712689.62    | 0.05%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9000000 | PA      | $8959570.29   | 0.66%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     675000 | PA      | $414111.22    | 0.03%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                        | EUROPEAN INVT BK                   | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | N/A       |    2320000 | PA      | $2591394.22   | 0.19%             | 2034-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                         | FIAOT 2025-1A D                    | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $70165.41     | 0.01%             | 2033-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     167000 | PA      | $177683.47    | 0.01%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB7135                          | CUSIP: 3140QS4V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     546895 | PA      | $574491.53    | 0.04%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                        | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20591.57     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     350000 | PA      | $360760.79    | 0.03%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     380000 | PA      | $382976.26    | 0.03%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                  | CARMX 2025-1 C                     | CUSIP: 14319WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20193.08     | 0.00%             | 2030-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                          | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $258406.29    | 0.02%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                         | STACR 2025-DNA1 A1                 | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |      15150 | PA      | $15121.72     | 0.00%             | 2045-01-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                             | DRIVE 2024-2 C                     | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $60272.32     | 0.00%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     420000 | PA      | $269014.12    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       3333 | PA      | $3331.52      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786932                          | CUSIP: 3622ACSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200422 | PA      | $211654.03    | 0.02%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                 | BANK 2025-BNK49 AS                 | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150000 | PA      | $154098.86    | 0.01%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                      | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $305872.32    | 0.02%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB5307                          | CUSIP: 3140QQ3R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3614180 | PA      | $3738029.22   | 0.28%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | VERTICAL US NEWC                   | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49874.41     | 0.00%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30578.14     | 0.00%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Star Parent Inc                                                                 | STAR PARENT INC                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15582.35     | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     860000 | PA      | $848296.77    | 0.06%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |     365000 | PA      | $169252.62    | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123CQ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     600000 | PA      | $601317.19    | 0.04%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5069.98      | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |     114000 | PA      | $94039.97     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                 | GMREV 2025-1 C                     | CUSIP: 36271NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $161340.29    | 0.01%             | 2037-12-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                             | GRAY MEDIA                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40292.24     | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS                   | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      90000 | PA      | $59764.72     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2026-CNF1                                                        | PMTLT 2026-CNF1 A1                 | CUSIP: 729920AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3930558 | PA      | $3848264.01   | 0.28%             | 2057-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $15287.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2022-89 AY                     | CUSIP: 3136BPQG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     750000 | PA      | $655482.60    | 0.05%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49396.03     | 0.00%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2026-A                                        | WOART 2026-A C                     | CUSIP: 98190AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240000 | PA      | $237674.26    | 0.02%             | 2032-12-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96110.12     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     393000 | PA      | $391256.00    | 0.03%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-8 C                      | CUSIP: 92348KEU3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $98966.94     | 0.01%             | 2033-08-22      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA                   | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $250128.42    | 0.02%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49938.09     | 0.00%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2024-2 C                      | CUSIP: 92348KCK7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      75000 | PA      | $76449.31     | 0.01%             | 2031-12-22      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     928000 | PA      | $946006.59    | 0.07%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                                  | CARMX 2026-1 C                     | CUSIP: 14320XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $109318.01    | 0.01%             | 2032-03-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA2494                          | CUSIP: 3140W2XY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1484329 | PA      | $1320309.37   | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2023-6 B                      | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $111261.51    | 0.01%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                    | CACLN 2025-1 C                     | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     188647 | PA      | $189271.02    | 0.01%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | 10YR MINI JGB FUT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -20 | NC      | $18949.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dryden 113 CLO Ltd                                                              | DRSLF 2022-113A AR3                | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |     100000 | PA      | $99796.70     | 0.01%             | 2037-10-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101868.66    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     615000 | PA      | $472204.69    | 0.03%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      24000 | PA      | $27548.23     | 0.00%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $264831.19    | 0.02%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $581.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                           | QNITY ELECTRONIC                   | CUSIP: 74737SAB9<br>LEI: 254900RSUG4J9TFFZX53 | Long             | LON              | CORP              | US        |      40000 | PA      | $39900.00     | 0.00%             | 2032-11-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                          | GSMS 2020-GC47 A5                  | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     905000 | PA      | $829429.33    | 0.06%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                    | CAS 2024-R04 1A1                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61527 | PA      | $61507.87     | 0.00%             | 2044-05-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | PETROBRAS GLOB                     | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1662000 | PA      | $1626956.79   | 0.12%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7193                          | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1768186 | PA      | $1520656.63   | 0.11%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2013-149 LZ                    | CUSIP: 38378UKN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     409066 | PA      | $359478.64    | 0.03%             | 2043-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 841999                          | CUSIP: 31288RGG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     681718 | PA      | $689063.62    | 0.05%             | 2055-08-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     707000 | PA      | $725479.27    | 0.05%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     340000 | PA      | $333762.31    | 0.02%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      70000 | PA      | $73203.61     | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $999281.25    | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4254                          | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     529261 | PA      | $408580.64    | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                 | BANK 2022-BNK40 AS                 | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20000 | PA      | $18106.06     | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ABCLN 2024-B B                     | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     127559 | PA      | $128381.30    | 0.01%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      85000 | PA      | $87898.92     | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7709000 | PA      | $5621246.23   | 0.42%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4068                          | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     473209 | PA      | $428644.60    | 0.03%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD/ZAR FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $46172.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -233 | NC      | $-172034.97   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                              | DEFT 2024-2 D                      | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100533.52    | 0.01%             | 2031-02-24      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB1186                          | CUSIP: 3140QLJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     968059 | PA      | $781355.80    | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2200000 | PA      | $2218476.57   | 0.16%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2013-7 ZB                      | CUSIP: 3136ABTS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     445096 | PA      | $397383.72    | 0.03%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     200000 | PA      | $133621.79    | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     320000 | PA      | $315768.13    | 0.02%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                        | FERGUSON ENTERPR                   | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     275000 | PA      | $270557.17    | 0.02%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6406                          | CUSIP: 3133KNDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     914989 | PA      | $745168.62    | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8426                          | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1092126 | PA      | $1030622.44   | 0.08%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RR0026                          | CUSIP: 3142JCA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215184 | PA      | $219267.48    | 0.02%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.274000 18-JUN-2031 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3366000 | NC      | $-60814.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $666.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     185000 | PA      | $110927.20    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     472000 | PA      | $516709.36    | 0.04%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                                | ABCLN 2025-A C                     | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     184610 | PA      | $185157.47    | 0.01%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                        | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     460000 | PA      | $419474.36    | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                                     | TALNT 2024-1A A                    | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $102678.91    | 0.01%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-INV2                                         | CMLTI 2024-INV2 A3B                | CUSIP: 17331WBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     512745 | PA      | $522398.73    | 0.04%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2026-A                                         | SMB 2026-A A1A                     | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     320000 | PA      | $315894.75    | 0.02%             | 2053-12-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     175000 | PA      | $203966.00    | 0.02%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $249722.68    | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6007000 | PA      | $5945287.45   | 0.44%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                 | JERSEY CENT P&L                    | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59692.75     | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD6260                          | CUSIP: 3132DT5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110725 | PA      | $110054.22    | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     405000 | PA      | $338533.90    | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc           | KEHE DIS/FIN/NXT                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $78105.67     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | ATHENAHEALTH GRP                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     208947 | PA      | $204880.41    | 0.02%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES                    | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     940000 | PA      | $945844.29    | 0.07%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA9880                          | CUSIP: 3133KR6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     388987 | PA      | $405515.65    | 0.03%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $858566.06    | 0.06%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     185000 | PA      | $182776.35    | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     320000 | PA      | $198701.99    | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR ZT2473                          | CUSIP: 3132AEXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260625 | PA      | $248584.33    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA4837                          | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1199187 | PA      | $1124013.17   | 0.08%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                        | COSTA RICA GOVT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CR        |     700000 | PA      | $758823.32    | 0.06%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35985.73     | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                   | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54000 | PA      | $40165.98     | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc                                                                       | ENPRO INC                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65760.06     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      69000 | PA      | $72891.92     | 0.01%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $194626.78    | 0.01%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                             | NOVA CHEMICALS                     | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      95000 | PA      | $92455.57     | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL0765                          | CUSIP: 31427MZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     690881 | PA      | $671438.49    | 0.05%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     820000 | PA      | $844483.38    | 0.06%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     763000 | PA      | $769938.69    | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $126.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                    | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     100000 | PA      | $128533.79    | 0.01%             | 2034-04-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     689000 | PA      | $769185.44    | 0.06%             | 2056-10-31      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS 2024-2A C                    | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100981.25    | 0.01%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC                   | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     133000 | PA      | $130755.82    | 0.01%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     330000 | PA      | $328445.94    | 0.02%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sri Lanka Government International Bond                                         | REP OF SRI LANKA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LK        |      11804 | PA      | $11278.27     | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1312604.77   | 0.10%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA5680                          | CUSIP: 3133KMJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     709274 | PA      | $575417.80    | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                         | BFLD 2025-5MW A                    | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     390000 | PA      | $386922.32    | 0.03%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                                   | CHAOT 2025-2A D                    | CUSIP: 16144MAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $247807.95    | 0.02%             | 2033-02-25      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7311                          | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     468107 | PA      | $385954.18    | 0.03%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131173.88    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 5Y RTP 3.460000 08-APR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -4640000 | NC      | $-37673.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                       | HAROT 2024-4 A4                    | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30097.93     | 0.00%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB4341                          | CUSIP: 3140QPZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     433198 | PA      | $422360.57    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL                   | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $55845.65     | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13888.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bank NA                                                                      | USCLN 2026-RVM1 C                  | CUSIP: 90355PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     250000 | PA      | $248918.35    | 0.02%             | 2046-12-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                                     | CAPST 2025-1 A                     | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240000 | PA      | $239582.30    | 0.02%             | 2029-08-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3800000 | PA      | $3801039.07   | 0.28%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                        | FORDR 2025-1 A                     | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     150000 | PA      | $152622.62    | 0.01%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     300000 | PA      | $274717.65    | 0.02%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: 903724CG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |       4506 | PA      | $2083.94      | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR MDIA INC                   | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100217.92    | 0.01%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp                                                                 | SEALED AIR CORP                    | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     140000 | PA      | $148054.77    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL                   | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      81000 | PA      | $80310.53     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     660000 | PA      | $658369.58    | 0.05%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     387000 | PA      | $389687.88    | 0.03%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                           | HART 2024-C C                      | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20207.70     | 0.00%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bond                                           | REPUBLIC OF ECUA                   | CUSIP: 27927WAR3<br>LEI: N/A                  | Long             | DBT              | NUSS              | EC        |     214000 | PA      | $210056.58    | 0.02%             | 2039-01-29      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492310.25    | 0.04%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $740303.82    | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1667000 | PA      | $1432773.48   | 0.11%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44813.82     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Men's Wearhouse LLC/The                                                         | MEN'S WEARHOUSE                    | CUSIP: 58711MAK5<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | LON              | CORP              | US        |       5000 | PA      | $4992.20      | 0.00%             | 2031-01-28      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                         | CARMX 2025-2 B                     | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40538.54     | 0.00%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18958.82     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | Euro-BTP Future   Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -73 | NC      | $227979.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     700000 | PA      | $709721.46    | 0.05%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0147                          | CUSIP: 3618N5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249633 | PA      | $251791.81    | 0.02%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     155000 | PA      | $142114.55    | 0.01%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                    | HPEFS 2025-1A C                    | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $70283.76     | 0.01%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Boston Scientific Corp                                                          | BOSTON SCIENTIFC                   | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     460000 | PA      | $404027.17    | 0.03%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     140000 | PA      | $141567.91    | 0.01%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     460000 | PA      | $451718.71    | 0.03%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | OMNICOM GROUP                      | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      25000 | PA      | $18458.55     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150701.86    | 0.01%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     695000 | PA      | $698604.65    | 0.05%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 786977                          | CUSIP: 3622ACUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219066 | PA      | $218368.54    | 0.02%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS9444                          | CUSIP: 3140XRP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200160 | PA      | $206472.15    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                            | PROG 2025-SFR3 A                   | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     160000 | PA      | $151276.56    | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                     | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     340000 | PA      | $331792.20    | 0.02%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dayforce Bidco LLC                                                              | DAWN BIDCO LLC                     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      45000 | PA      | $42513.75     | 0.00%             | 2033-02-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    1491798 | PA      | $1653969.53   | 0.12%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                             | EQUINIX EU 2 FIN                   | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     981000 | PA      | $953390.38    | 0.07%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                   | SFUEL 2025-BA C                    | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      70000 | PA      | $69807.27     | 0.01%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5166                          | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2563211 | PA      | $2622210.67   | 0.19%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     870000 | PA      | $962435.47    | 0.07%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      25000 | PA      | $25529.56     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                   | COMM 2019-GC44 A5                  | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30000 | PA      | $28321.31     | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                          | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     294000 | PA      | $282377.80    | 0.02%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                        | LAMB WESTON HLD                    | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      58000 | PA      | $55433.61     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNA                   | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     980000 | PA      | $989653.03    | 0.07%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank                                                                            | BANK 2025-BNK50 AS                 | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $62547.18     | 0.00%             | 2068-05-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      25000 | PA      | $24278.92     | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2022-191 BY                    | CUSIP: 38383LHV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1700000 | PA      | $1620417.22   | 0.12%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118943.28    | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1900000 | PA      | $1332523.43   | 0.10%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      90000 | PA      | $92118.00     | 0.01%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $644778.19    | 0.05%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Deutsche EuroShop AG                                                            | DEUTSCHE EUROSHP                   | CUSIP: N/A<br>LEI: 529900Y9QTEFHFEKQ736       | Long             | DBT              | CORP              | DE        |     600000 | PA      | $680874.53    | 0.05%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1484.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     495000 | PA      | $458138.61    | 0.03%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1900000 | PA      | $1848417.96   | 0.14%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                               | LADAR 2024-3A A4                   | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30167.30     | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                               | CMPDC 2025-2A A1                   | CUSIP: 20469CAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400000 | PA      | $393675.48    | 0.03%             | 2050-11-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56128.11     | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                   | BBCMS 2024-C30 AS                  | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $165847.07    | 0.01%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1045000 | PA      | $1034892.98   | 0.08%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8134                          | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1243655 | PA      | $1010114.67   | 0.07%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 4.358000 18-OCT-2045 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    2200000 | NC      | $-33951.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QD1954                          | CUSIP: 3133AYE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4035 | PA      | $3581.31      | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     330000 | PA      | $325439.73    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4841                          | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1138775 | PA      | $1131519.31   | 0.08%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $201558.73    | 0.01%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     350000 | PA      | $337666.64    | 0.02%             | 2036-11-04      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      85000 | PA      | $87580.17     | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                    | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5116.52      | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Co Inc                                                         | GRAHAM PKG CO IN                   | CUSIP: 38469EAH6<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |      25000 | PA      | $24687.50     | 0.00%             | 2033-01-26      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94185.63     | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      52000 | PA      | $53707.26     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                      | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     220000 | PA      | $229667.16    | 0.02%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                            | AMSR 2025-SFR2 A                   | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     180000 | PA      | $176021.35    | 0.01%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ3983                          | CUSIP: 3142GUM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     412946 | PA      | $428620.96    | 0.03%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      38000 | PA      | $37270.51     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     300000 | PA      | $286736.54    | 0.02%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | ENTERGY MISSISSI                   | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     350000 | PA      | $344396.57    | 0.03%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     140000 | PA      | $136796.51    | 0.01%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB8132                          | CUSIP: 3132D6A91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     587021 | PA      | $540004.16    | 0.04%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB8663                          | CUSIP: 3140QUTV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107278 | PA      | $106796.03    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     350000 | PA      | $362597.14    | 0.03%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                   | GMCAR 2025-2 C                     | CUSIP: 362549AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $60433.31     | 0.00%             | 2032-10-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     130000 | PA      | $68947.34     | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77329.71     | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297271.03    | 0.02%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    1253000 | PA      | $1287524.41   | 0.10%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      72000 | PA      | $70061.66     | 0.01%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8257                          | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     235918 | PA      | $228541.56    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8348                          | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     454390 | PA      | $453226.43    | 0.03%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59946.75     | 0.00%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                             | ROCKET SOFTWARE                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14977.57     | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     165000 | PA      | $108758.32    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59752.75     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5236 PZ                        | CUSIP: 3137H8BW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232309 | PA      | $208015.62    | 0.02%             | 2052-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     430000 | PA      | $422878.27    | 0.03%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: 836205AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     200000 | PA      | $199937.49    | 0.01%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $691021.71    | 0.05%             | 2031-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     928171 | PA      | $1050642.33   | 0.08%             | 2032-12-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8D0898                          | CUSIP: 3142BN7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179015 | PA      | $180045.78    | 0.01%             | 2055-10-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                         | STACR 2024-DNA1 A1                 | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |     222880 | PA      | $222879.18    | 0.02%             | 2044-02-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFAST 2024-1A C                    | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      75000 | PA      | $76224.38     | 0.01%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4773 Z                         | CUSIP: 3137F4CW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2064593 | PA      | $1929880.71   | 0.14%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     430000 | PA      | $438809.78    | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KAZMUNAYGAS NAT                    | CUSIP: AN2178670<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     430000 | PA      | $429326.10    | 0.03%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6933                          | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     163954 | PA      | $152702.42    | 0.01%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3837741.54   | 0.28%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88303.63     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3401000 | PA      | $2711500.37   | 0.20%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     400000 | PA      | $504186.98    | 0.04%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | TLEVS 2025-A B                     | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      90000 | PA      | $90157.25     | 0.01%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $403871.38    | 0.03%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | PROG 2025-SFR2 A                   | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     129191 | PA      | $121730.68    | 0.01%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                     | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55845.66     | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     664000 | PA      | $655499.30    | 0.05%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                | ALTICE FRANCE                      | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $94773.76     | 0.01%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    3895000 | PA      | $3911817.83   | 0.29%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2023-8A A                    | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     175000 | PA      | $181462.63    | 0.01%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                     | BMO 2024-5C4 A3                    | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $78586.60     | 0.01%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                    | COTIVITI                           | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     243775 | PA      | $224120.64    | 0.02%             | 2032-03-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                    | PHOENIX AVIATION                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     285000 | PA      | $286568.80    | 0.02%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $111440.01    | 0.01%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                            | BLAST 2025-3 C                     | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $80117.02     | 0.01%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $132585.51    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     865000 | PA      | $811145.83    | 0.06%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1050512.93   | 0.08%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | APOLLO GLOBAL                      | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     137000 | PA      | $128096.98    | 0.01%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2026-A                                                | NSLT 2026-A A1B                    | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     546667 | PA      | $548777.63    | 0.04%             | 2061-02-21      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB                   | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $306691.55    | 0.02%             | 2030-03-05      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                   | CHAOT 2024-1A D                    | CUSIP: 16144BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      85000 | PA      | $86799.83     | 0.01%             | 2031-06-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     105000 | PA      | $104654.23    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                      | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     325000 | PA      | $327867.11    | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BC8998                          | CUSIP: 3140F47L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     738296 | PA      | $665942.69    | 0.05%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1164368.32   | 0.09%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199801.30    | 0.01%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2017-32 GZ                     | CUSIP: 3136AWLU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136565 | PA      | $125869.99    | 0.01%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                              | SUBWAY 2024-1A A2II                | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      59250 | PA      | $59764.73     | 0.00%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SWP: PLN 4.415000 18-JUN-2035 WIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3000000 | NC      | $24536.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.716000 10-APR-2031 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     260000 | NC      | $1290.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46515CJY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    1029000 | PA      | $1008067.63   | 0.07%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-209.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7989                          | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     230031 | PA      | $212214.04    | 0.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      85000 | PA      | $76136.86     | 0.01%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | APOLLO GLOBAL                      | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |      95000 | PA      | $88191.83     | 0.01%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA6994                          | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     476459 | PA      | $392840.28    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123CB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     223000 | PA      | $156287.07    | 0.01%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | BAKER HUGHES                       | CUSIP: 05724BAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1010000 | PA      | $994325.38    | 0.07%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5159 QA                        | CUSIP: 3137H3UJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     214967 | PA      | $194561.22    | 0.01%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31262.47     | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | APOLLO GLOBAL                      | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1160269.79   | 0.09%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9306                          | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202450 | PA      | $207121.02    | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-193 KC                    | CUSIP: 38383DWD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113126 | PA      | $90236.47     | 0.01%             | 2050-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELI                   | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35163.96     | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | TLEVS 2025-A C                     | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     480000 | PA      | $481182.14    | 0.04%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS3364                          | CUSIP: 3140XJW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     937343 | PA      | $834937.36    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                      | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $408677.98    | 0.03%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     910000 | PA      | $934764.73    | 0.07%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      90000 | PA      | $85754.16     | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Gothaer Allgemeine Versicherung AG                                              | GOTHAER ALLG VER                   | CUSIP: N/A<br>LEI: 5299003C59ODEKQIR849       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $234022.34    | 0.02%             | 2045-06-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                   | SDART 2024-3 C                     | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $60973.99     | 0.00%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53026.57     | 0.00%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405302.25    | 0.03%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                              | SUBWAY 2024-1A A2I                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     108625 | PA      | $109326.01    | 0.01%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45421.24     | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD5764                          | CUSIP: 3132DTMM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     695493 | PA      | $564889.59    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                         | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     210000 | PA      | $200311.06    | 0.01%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2020-7 EP                      | CUSIP: 38382DFG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     231541 | PA      | $201082.36    | 0.01%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 3.400000 17-JUN-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -35630000 | NC      | $-95331.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    1400000 | PA      | $1409958.18   | 0.10%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.750000 21-JAN-2027   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -12500000 | NC      | $-65200.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     300000 | PA      | $264596.19    | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     475000 | PA      | $455798.83    | 0.03%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     179000 | PA      | $165303.37    | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     200000 | PA      | $172331.50    | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4758 HZ                        | CUSIP: 3137FE6Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2078380 | PA      | $1931602.54   | 0.14%             | 2048-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     450000 | PA      | $433876.11    | 0.03%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     274000 | PA      | $276213.26    | 0.02%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     230000 | PA      | $234384.05    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LE                   | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     127000 | PA      | $122736.92    | 0.01%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2026-5C40                                                  | BBCMS 2026-5C40 A3                 | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     210000 | PA      | $214311.11    | 0.02%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                               | LADAR 2024-2A C                    | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10199.73     | 0.00%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA1689                          | CUSIP: 3140W12X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     709579 | PA      | $658712.03    | 0.05%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     442000 | PA      | $436321.32    | 0.03%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                    | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $7829.28      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3766                          | CUSIP: 3140QPFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111382 | PA      | $105609.79    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-37.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     450000 | PA      | $480849.75    | 0.04%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                               | LADAR 2025-2A C                    | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40070.14     | 0.00%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     340000 | PA      | $307503.37    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140749.62    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1201                          | CUSIP: 3142BBKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     359365 | PA      | $362436.39    | 0.03%             | 2055-11-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9107                          | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     198397 | PA      | $202850.09    | 0.02%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     600000 | PA      | $458718.75    | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      70000 | PA      | $63220.01     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                                    | WLAKE 2026-1A C                    | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     510000 | PA      | $506115.89    | 0.04%             | 2031-06-16      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DC9067                          | CUSIP: 3140AXCD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     316379 | PA      | $322311.44    | 0.02%             | 2055-05-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-2A C                    | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101888.26    | 0.01%             | 2031-08-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29569.18     | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     350000 | PA      | $343516.69    | 0.03%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $125321.49    | 0.01%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN                   | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49326.11     | 0.00%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                               | AFRMT 2025-3A C                    | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $298028.73    | 0.02%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     145000 | PA      | $139462.35    | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                     | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1621430.14   | 0.12%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH AMERICA FIN                    | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     850000 | PA      | $833720.53    | 0.06%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495013.06    | 0.04%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                  | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      33000 | PA      | $34798.67     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Public Property Invest AS                                                       | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |     100000 | PA      | $113580.11    | 0.01%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: CZK 3.588500 18-SEP-2030 PRI  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   84185000 | NC      | $-124939.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                      | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      90000 | PA      | $67928.76     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     570000 | PA      | $533971.67    | 0.04%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-REV1                                          | FORDR 2026-1 A                     | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1550000 | PA      | $1538204.35   | 0.11%             | 2038-08-15      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2162000 | PA      | $2092072.81   | 0.15%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA1029                          | CUSIP: 3140W1EB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     682415 | PA      | $628594.87    | 0.05%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     340000 | PA      | $349916.46    | 0.03%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296132.43    | 0.02%             | 2032-02-06      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6954                          | CUSIP: 3133KNWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3052 | PA      | $2707.76      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6508                          | CUSIP: 3133KNGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6694509 | PA      | $5462482.32   | 0.40%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     130000 | PA      | $132724.62    | 0.01%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     120000 | PA      | $111396.27    | 0.01%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    4205294 | PA      | $4421055.32   | 0.33%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     330000 | PA      | $330486.21    | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1153                          | CUSIP: 3142BBH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     271369 | PA      | $273462.86    | 0.02%             | 2055-09-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     216000 | PA      | $208390.91    | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     387000 | PA      | $391311.50    | 0.03%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA7730                          | CUSIP: 3140QFSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2407116 | PA      | $2062049.95   | 0.15%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                       | GMCAR 2025-1 B                     | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10113.59     | 0.00%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      85000 | PA      | $83045.68     | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8436                          | CUSIP: 3132DWLR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1530544 | PA      | $1477905.86   | 0.11%             | 2054-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     940000 | PA      | $923487.37    | 0.07%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                                              | ELM21 2022-8A BR2                  | CUSIP: 289907AY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     150000 | PA      | $149849.75    | 0.01%             | 2038-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7988                          | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3619843 | PA      | $3230301.23   | 0.24%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     600000 | PA      | $580396.66    | 0.04%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                    | WP CAREY INC                       | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |     200000 | PA      | $215511.45    | 0.02%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57410.29     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24612.55     | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | PUB SVC OKLAHOMA                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3021.79      | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                                 | AHART 2024-1A A4                   | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100463.12    | 0.01%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     855000 | PA      | $833515.74    | 0.06%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     325000 | PA      | $277625.03    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5353                          | CUSIP: 31418E5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1198932 | PA      | $1206240.84   | 0.09%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD7543                          | CUSIP: 3132DVLY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1301238 | PA      | $1115922.37   | 0.08%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 3.5 4/26                      | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -13450000 | PA      | $-12322512.06 | -0.91%            | 2026-04-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/EUR FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $179.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     720000 | PA      | $641846.26    | 0.05%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8490                          | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     854077 | PA      | $851355.52    | 0.06%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1401                          | CUSIP: 3142BBRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $300013.08    | 0.02%             | 2056-04-01      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297683.45    | 0.02%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 4.100000 20-JAN-2028   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -6600000 | NC      | $-38267.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     370000 | PA      | $374312.12    | 0.03%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $76013.82     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2026-A C                     | CUSIP: 81378WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      73494 | PA      | $73350.71     | 0.01%             | 2033-03-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                            | TRFIG 2024-1A A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |     200000 | PA      | $200293.00    | 0.01%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7934                          | CUSIP: 3140XBY87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     743595 | PA      | $669046.59    | 0.05%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 5Y RTP 3.500000 13-MAY-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    5400000 | NC      | $52775.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                          | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     360000 | PA      | $347490.67    | 0.03%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    4098000 | PA      | $4682397.66   | 0.35%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     746778 | PA      | $654196.53    | 0.05%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd                                                                 | NCL FIN LTD                        | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      60000 | PA      | $60462.44     | 0.00%             | 2028-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    1866000 | PA      | $2112280.44   | 0.16%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                                               | AFRMT 2025-3A B                    | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99379.84     | 0.01%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 4.780500 22-JAN-2046 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     420000 | NC      | $-3101.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                                  | WFLOOR 2025-1A B                   | CUSIP: 96043GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $79801.22     | 0.01%             | 2029-10-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     300000 | PA      | $272726.14    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW                   | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      25000 | PA      | $21665.45     | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG                   | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $146498.43    | 0.01%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 787211                          | CUSIP: 3622AC3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     403661 | PA      | $411725.56    | 0.03%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8800                          | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     485742 | PA      | $483587.59    | 0.04%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-78.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC1295                          | CUSIP: 3140Y7NM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000783 | PA      | $1012705.08   | 0.07%             | 2055-10-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                             | GHANA REP OF                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GH        |      30000 | PA      | $29417.02     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $313.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7821.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                           | CARLYLE GRP INC                    | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |      74000 | PA      | $71566.95     | 0.01%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ SECURED FINAN                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      25000 | PA      | $21496.20     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1                                | SFAST 2026-1A C                    | CUSIP: 81885FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     780000 | PA      | $766914.41    | 0.06%             | 2033-11-21      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS1556                          | CUSIP: 3140XGWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     360612 | PA      | $334538.20    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $362772.66    | 0.03%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      57000 | PA      | $45716.42     | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $380740.28    | 0.03%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                 | GMREV 2025-1 B                     | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20130.03     | 0.00%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5565 PA                        | CUSIP: 3137HMGS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     642375 | PA      | $644372.92    | 0.05%             | 2055-08-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $349516.39    | 0.03%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2693000 | PA      | $1567410.16   | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4                            | BLAST 2025-4 C                     | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      80000 | PA      | $79813.80     | 0.01%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CA7573                          | CUSIP: 3140QFMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     886827 | PA      | $755541.44    | 0.06%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GGP 2026-TY                                                                     | GGP 2026-TY A                      | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     720000 | PA      | $711257.83    | 0.05%             | 2043-03-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $37.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                                        | PMTLT 2025-INV1 A1                 | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     252176 | PA      | $254855.04    | 0.02%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KKR & Co Inc                                                                    | KKR & CO INC                       | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     110000 | PA      | $106294.94    | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: ZS8419047<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |    3852000 | PA      | $3789385.61   | 0.28%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB1244                          | CUSIP: 3132CXLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201017 | PA      | $193857.37    | 0.01%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7907                          | CUSIP: 3140JCYD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1165023 | PA      | $1178080.34   | 0.09%             | 2055-12-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 2 4/26                        | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11500000 | PA      | $9242675.35   | 0.68%             | 2026-04-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON                   | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80844.57     | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $983904.97    | 0.07%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Petroliam Nasional Bhd                                                          | PETRONAS                           | CUSIP: TT3297450<br>LEI: 5493003RZQYJM7QGNE15 | Long             | DBT              | CORP              | MY        |     400000 | PA      | $406642.94    | 0.03%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC                   | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      75000 | PA      | $74318.55     | 0.01%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust 2026-1                                 | GSAR 2026-1A B                     | CUSIP: 37989DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     330000 | PA      | $326029.34    | 0.02%             | 2032-02-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DF8753                          | CUSIP: 3140U0WP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     737474 | PA      | $745638.32    | 0.06%             | 2056-01-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                            | JORDAN                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JO        |     200000 | PA      | $204559.82    | 0.02%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     210000 | PA      | $214028.18    | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | TK ELEVATOR US                     | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |      29701 | PA      | $29747.14     | 0.00%             | 2030-04-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA REP OF                    | CUSIP: 195325DT9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    2200000 | PA      | $1329129.67   | 0.10%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                                             | AFRMT 2026-1A A                    | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     740000 | PA      | $737030.45    | 0.05%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HLDGS PLC                     | CUSIP: 404280AJ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $326847.13    | 0.02%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                  | BORGWARNER INC                     | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40458.96     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                  | BOMBARDIER INC                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $20740.11     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     320000 | PA      | $318709.75    | 0.02%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1                              | TACLN 2025-1 B                     | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     229956 | PA      | $229886.73    | 0.02%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CAN PAC RR CO                      | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     480000 | PA      | $458992.45    | 0.03%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                  | CITIZENS BANK NA                   | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298108.42    | 0.02%             | 2029-01-29      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                                        | PMTLT 2024-INV2 A1                 | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     643382 | PA      | $650218.34    | 0.05%             | 2059-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     725000 | PA      | $670141.37    | 0.05%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DQ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    1100000 | PA      | $1102698.85   | 0.08%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      70000 | PA      | $66914.14     | 0.00%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1276555.17   | 0.09%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     410000 | PA      | $349866.63    | 0.03%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 4.5 4/26                      | CUSIP: 21H042646<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9400000 | PA      | $9065978.52   | 0.67%             | 2026-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $551843.75    | 0.04%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS2499                          | CUSIP: 3140XHX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     690977 | PA      | $653416.18    | 0.05%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD0469                          | CUSIP: 3132DMQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     693427 | PA      | $616586.20    | 0.05%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8288                          | CUSIP: 3132DWF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3724824 | PA      | $3695852.76   | 0.27%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 10Y RTP 4.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -3000000 | NC      | $-37.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                     | BMO 2024-C10 AS                    | CUSIP: 096920AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $51169.57     | 0.00%             | 2057-11-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1200000 | PA      | $1201875.00   | 0.09%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC0929                          | CUSIP: 3140Y7A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     468949 | PA      | $470009.35    | 0.03%             | 2055-08-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20337.70     | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 10Y RTP 5.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3000000 | NC      | $0.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43918.15     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | REP OF LATVIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |    1500000 | PA      | $1504536.45   | 0.11%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPN 10Y BOND(OSE) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -15 | NC      | $156461.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5387                          | CUSIP: 31418E6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1003725 | PA      | $991369.59    | 0.07%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                               | CHORD ENERGY                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50530.75     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1600000 | PA      | $1108250.00   | 0.08%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       3000 | PA      | $2929.11      | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | HOWDEN UK REF                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      60000 | PA      | $60581.10     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     114000 | PA      | $102464.40    | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     740000 | PA      | $693883.57    | 0.05%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                                  | OCT57 2021-1A B1R                  | CUSIP: 67592XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     190000 | PA      | $189690.68    | 0.01%             | 2034-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |     823000 | PA      | $928028.39    | 0.07%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     380000 | PA      | $283002.02    | 0.02%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4869                          | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1100188 | PA      | $1110626.34   | 0.08%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                       | MEDLINE BOR/CO-I                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10190.13     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                              | SIEMENS FUNDING                    | CUSIP: 82622RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     370000 | PA      | $377098.50    | 0.03%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: 455780DZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    1000000 | PA      | $1012352.05   | 0.07%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                                               | WUESTENROT&WUERT                   | CUSIP: N/A<br>LEI: 5299003H07ZT0Z5ZNN35       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $204322.33    | 0.02%             | 2041-09-10      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13868.81     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     230000 | PA      | $241584.28    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                     | MANITOBA (PROV)                    | CUSIP: N/A<br>LEI: 5493003QILFOB3JRKE30       | Long             | DBT              | NUSS              | CA        |    1481000 | PA      | $1675312.67   | 0.12%             | 2036-02-04      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2000000 | PA      | $2025546.88   | 0.15%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                    | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202023.84    | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | PROG 2025-SFR1 B                   | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $19036.20     | 0.00%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL1900                          | CUSIP: 31427PDE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     397844 | PA      | $406908.45    | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202507.68    | 0.01%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4009.69      | 0.00%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                        | COMPOSECURE HOLD                   | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24442.40     | 0.00%             | 2033-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4112000 | PA      | $2563896.23   | 0.19%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                     | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       5000 | PA      | $4780.06      | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2024-8 C                      | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30316.28     | 0.00%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: N/A<br>LEI: 6488ICS9P20290MA1H31       | Long             | LON              | CORP              | US        |      75000 | PA      | $85792.39     | 0.01%             | 2033-03-24      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                    | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      90000 | PA      | $80359.51     | 0.01%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                    | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     355000 | PA      | $346536.79    | 0.03%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     904000 | PA      | $1006719.46   | 0.07%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM7031                          | CUSIP: 3140XAY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     214867 | PA      | $204537.34    | 0.02%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 4.517000 22-JAN-2041 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     340000 | NC      | $3234.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 4/26                      | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200000 | PA      | $192843.76    | 0.01%             | 2026-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA3847                          | CUSIP: 3140W4HZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1002270 | PA      | $1020204.14   | 0.08%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | BEACH ACQUISITIO                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      15810 | PA      | $16806.29     | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS                    | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $322238.35    | 0.02%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                          | GLOBAL ATLANTI                     | CUSIP: 37959GAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      60000 | PA      | $56127.26     | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP SA                             | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | MA        |     273000 | PA      | $277439.94    | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF2                                                        | PMTLT 2025-CNF2 A1                 | CUSIP: 729911AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3130297 | PA      | $3114767.34   | 0.23%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      97000 | PA      | $68570.50     | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     180000 | PA      | $141598.15    | 0.01%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104748.95    | 0.01%             | 2054-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $135.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     370000 | PA      | $360985.24    | 0.03%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     955000 | PA      | $923308.27    | 0.07%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     340000 | PA      | $238298.20    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     100000 | PA      | $99509.22     | 0.01%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110005.15    | 0.01%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                               | LADAR 2024-2A D                    | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10269.20     | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      42000 | PA      | $43628.62     | 0.00%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     440000 | PA      | $427061.01    | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAP LTD                   | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |     320000 | PA      | $326488.25    | 0.02%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                    | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      90000 | PA      | $83283.83     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC2284                          | CUSIP: 3140Y8RE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     830000 | PA      | $838680.80    | 0.06%             | 2056-03-01      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 788364                          | CUSIP: 3622AEFD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     495845 | PA      | $493800.20    | 0.04%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7135                          | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3174692 | PA      | $2617535.27   | 0.19%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7766                          | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1166575 | PA      | $961841.97    | 0.07%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     470000 | PA      | $441151.25    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV1                                                        | PMTLT 2026-INV1 A2                 | CUSIP: 73015LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1665470 | PA      | $1665209.93   | 0.12%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA9724                          | CUSIP: 36179YYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     744986 | PA      | $739586.35    | 0.05%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTR 3.391000 06-APR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   14020000 | NC      | $2070.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5200 MA                        | CUSIP: 3137H6EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182380 | PA      | $167300.92    | 0.01%             | 2048-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBV8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $124870.11    | 0.01%             | 2126-02-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CARMX 2024-4 D                     | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10067.30     | 0.00%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI                   | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     425000 | PA      | $395068.14    | 0.03%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ3908                          | CUSIP: 3142GUKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1328503 | PA      | $1339092.54   | 0.10%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC0075                          | CUSIP: 3140Y6CM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     397827 | PA      | $414761.98    | 0.03%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     600000 | PA      | $613975.89    | 0.05%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SV        |     131000 | PA      | $136528.05    | 0.01%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN GAS                       | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     530000 | PA      | $523145.53    | 0.04%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     300000 | PA      | $277176.98    | 0.02%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1182                          | CUSIP: 3132DNJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1127409 | PA      | $1007497.35   | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $50215.98     | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $140.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     295000 | PA      | $289882.47    | 0.02%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $203451.47    | 0.02%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W3E2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1285000 | PA      | $1256734.95   | 0.09%             | 2034-01-15      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     790000 | PA      | $795041.30    | 0.06%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5129 DM                        | CUSIP: 3137H1NR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173843 | PA      | $131312.97    | 0.01%             | 2050-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 785707                          | CUSIP: 3622ABGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247484 | PA      | $229262.71    | 0.02%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $76740.09     | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES                    | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     830000 | PA      | $838746.38    | 0.06%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     380000 | PA      | $385307.24    | 0.03%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                  | PSEG POWER LLC                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     645000 | PA      | $654803.54    | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                   | SDART 2024-5 D                     | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     390000 | PA      | $392118.01    | 0.03%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DF8681                          | CUSIP: 3140U0UF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     227103 | PA      | $230164.01    | 0.02%             | 2055-12-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                  | CARMX 2025-1 B                     | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10108.20     | 0.00%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     950000 | PA      | $933007.79    | 0.07%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | CIPHER COMPUTE                     | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      55000 | PA      | $56999.50     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2019-55 CB                     | CUSIP: 3136B6FG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     121085 | PA      | $107505.30    | 0.01%             | 2049-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                    | CAS 2025-R03 2A1                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77981 | PA      | $78127.64     | 0.01%             | 2045-03-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     755000 | PA      | $744271.15    | 0.06%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB7057                          | CUSIP: 3140QSZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     701433 | PA      | $727880.72    | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.IG.45.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -10604840 | NC      | $187372.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | STACR 2025-HQA1 A1                 | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49750 | PA      | $49746.10     | 0.00%             | 2045-02-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF NA CAPITAL                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     455000 | PA      | $446409.16    | 0.03%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2900000 | PA      | $2828859.38   | 0.21%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5594                          | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     325380 | PA      | $303965.89    | 0.02%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20799.58     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     105000 | PA      | $102973.23    | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                               | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $103476.66    | 0.01%             | 2035-01-18      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $200773.38    | 0.01%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1373682.67   | 0.10%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB8702                          | CUSIP: 3140QUU46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1037637 | PA      | $1072545.77   | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |     200000 | PA      | $221963.40    | 0.02%             | 2041-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB7742                          | CUSIP: 3140QTS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     227917 | PA      | $229805.03    | 0.02%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                    | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $298657.77    | 0.02%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121520.74    | 0.01%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7832                          | CUSIP: 3140JCV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     481422 | PA      | $487645.97    | 0.04%             | 2055-09-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $75149.70     | 0.01%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: 903724CC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |     304891 | PA      | $156788.82    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1048347.61   | 0.08%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     320000 | PA      | $322764.35    | 0.02%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2020-181 CB                    | CUSIP: 38382LWG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     910932 | PA      | $710925.64    | 0.05%             | 2050-12-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 5Y RTP 3.690000 08-APR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    9290000 | NC      | $15339.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS5456                          | CUSIP: 3140XMB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     211477 | PA      | $201376.58    | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     720000 | PA      | $640954.55    | 0.05%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1156                          | CUSIP: 3142BBH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     266782 | PA      | $269662.25    | 0.02%             | 2055-10-01      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1351000 | PA      | $1332577.87   | 0.10%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB9936                          | CUSIP: 3140QWBE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     827861 | PA      | $847498.64    | 0.06%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    3187000 | PA      | $3539621.36   | 0.26%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY COR                   | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     450000 | PA      | $429536.21    | 0.03%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     403000 | PA      | $482365.89    | 0.04%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | ENTERGY MISSISSI                   | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     180000 | PA      | $177528.16    | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.850000 17-JUN-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   35630000 | NC      | $67701.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      64000 | PA      | $63841.81     | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    3250000 | PA      | $3362651.76   | 0.25%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24727.23     | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      45000 | PA      | $44092.42     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     330000 | PA      | $338583.75    | 0.03%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     535000 | PA      | $479895.09    | 0.04%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                     | TUNES 2025-1A A2                   | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     360000 | PA      | $360678.78    | 0.03%             | 2075-07-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                    | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      40000 | PA      | $32413.01     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 DL8481                          | CUSIP: 3618LLM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     248579 | PA      | $255610.97    | 0.02%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102590.07    | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     800000 | PA      | $524016.16    | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                     | PAYCHEX INC                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120621.67    | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    1687000 | PA      | $1671306.54   | 0.12%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2026-1                                               | LADAR 2026-1A C                    | CUSIP: 505708AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     170000 | PA      | $168114.36    | 0.01%             | 2033-08-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Athora Holding Ltd                                                              | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $1203392.65   | 0.09%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     500000 | PA      | $464662.48    | 0.03%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Rowe CLO 2026-1 Ltd                                                             | ROWE 2026-1A A1                    | CUSIP: 779520AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |     350000 | PA      | $350000.00    | 0.03%             | 2039-04-20      | Floating      | 4.91%                 | Yes           |                  3 | On Loan: No      |
| TK Elevator US Newco Inc                                                        | TK ELEVATOR US                     | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |      30000 | PA      | $30031.20     | 0.00%             | 2030-04-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                                       | AFFRM 2025-X2 C                    | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100133.77    | 0.01%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                | BMARK 2018-B1 A5                   | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     235000 | PA      | $231909.19    | 0.02%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| AMSR 2026-SFR1 Trust                                                            | AMSR 2026-SFR1 A                   | CUSIP: 66982GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $103284.67    | 0.01%             | 2031-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     210000 | PA      | $212740.00    | 0.02%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                      | BMO 2023-C7 A5                     | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105000 | PA      | $111217.22    | 0.01%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-986.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                        | COSTA RICA GOVT                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CR        |     400000 | PA      | $425968.93    | 0.03%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS NRG                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19868.10     | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1012300.05   | 0.07%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                            | AMCOR UK FINANCE                   | CUSIP: 0234EVAD3<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $223215.28    | 0.02%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                       | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      35000 | PA      | $31911.25     | 0.00%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                | SFAST 2024-3A B                    | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30141.11     | 0.00%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20256000 | PA      | $20240175.00  | 1.50%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      25000 | PA      | $27484.62     | 0.00%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     320000 | PA      | $279537.89    | 0.02%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7590                          | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2130406 | PA      | $1901812.77   | 0.14%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     201000 | PA      | $188675.78    | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     200000 | PA      | $205935.40    | 0.02%             | 2033-08-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                     | OPAL US LLC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     324300 | PA      | $324029.86    | 0.02%             | 2032-04-23      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3240                          | CUSIP: 3140QNS60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     984101 | PA      | $878124.66    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2230000 | PA      | $2234276.47   | 0.17%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2218377.64   | 0.16%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ6157                          | CUSIP: 3142GWZX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     749185 | PA      | $743474.78    | 0.06%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                            | KAISER ALUMINUM                    | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     120000 | PA      | $113356.95    | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                           | L BRANDS INC                       | CUSIP: 501797AR5<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     125000 | PA      | $126889.51    | 0.01%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22391.49     | 0.00%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49020.44     | 0.00%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                   | BBCMS 2024-C30 A5                  | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270000 | PA      | $279011.79    | 0.02%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1429015.88   | 0.11%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70503.47     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     465000 | PA      | $451597.05    | 0.03%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     135000 | PA      | $136586.62    | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (TELEFO)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     400000 | NC      | $-6598.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: 903724CD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | UA        |       2716 | PA      | $1589.36      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-64 GX                     | CUSIP: 38382QGV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     132862 | PA      | $101900.38    | 0.01%             | 2051-04-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                      | AMSR 2025-SFR1 A                   | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $133308.60    | 0.01%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GLAXOSMITHKLINE                    | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     520000 | PA      | $449846.58    | 0.03%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8492                          | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209182 | PA      | $214204.28    | 0.02%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                                    | HPEFS 2025-2A D                    | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99205.03     | 0.01%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                                    | GMALT 2025-3 C                     | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $60051.59     | 0.00%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298916.25    | 0.02%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG2339                          | CUSIP: 3140U5S56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     580000 | PA      | $585757.66    | 0.04%             | 2056-04-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1022000 | PA      | $1010450.56   | 0.07%             | 2056-03-16      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding BV                                                      | ALCOA NEDERLAND                    | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      35000 | PA      | $34974.34     | 0.00%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    2130000 | PA      | $1995825.92   | 0.15%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $392552.10    | 0.03%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corp                                                               | IMOLA MERGER                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     160000 | PA      | $155620.66    | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2228000 | PA      | $1678219.02   | 0.12%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     320000 | PA      | $331838.50    | 0.02%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     470000 | PA      | $446840.81    | 0.03%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $582.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                              | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |     100000 | PA      | $122808.14    | 0.01%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     450000 | PA      | $364634.81    | 0.03%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1306000 | PA      | $1286110.39   | 0.10%             | 2046-03-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     330000 | PA      | $344479.65    | 0.03%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                             | DRIVE 2025-1 D                     | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400000 | PA      | $401948.28    | 0.03%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     120000 | PA      | $90304.80     | 0.01%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                      | RHP HOTEL PPTY                     | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $49347.30     | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                              | CMDC 2025-3A A2                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     310000 | PA      | $306953.97    | 0.02%             | 2050-07-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $548445.39    | 0.04%             | 2035-06-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                       | GMCAR 2024-4 B                     | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10063.74     | 0.00%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                          | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     160000 | PA      | $159661.51    | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                                   | BBCMS 2024-C28 A5                  | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60000 | PA      | $61408.04     | 0.00%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3070000 | PA      | $1500582.41   | 0.11%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98851.34     | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409508.70    | 0.03%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1250000 | PA      | $1227481.12   | 0.09%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM6866                          | CUSIP: 3140JBTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185043 | PA      | $178907.64    | 0.01%             | 2051-08-01      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4207836.60   | 0.31%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB1625                          | CUSIP: 3132CXYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     221440 | PA      | $223161.49    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | MORGAN STANLEY B                   | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     364000 | PA      | $366187.17    | 0.03%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     276000 | PA      | $278020.09    | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4547                          | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3741775 | PA      | $3025093.01   | 0.22%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $13605.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     210000 | PA      | $211792.14    | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                  | CARMX 2024-3 D                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20367.00     | 0.00%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD1143                          | CUSIP: 3132DNHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1825653 | PA      | $1781692.47   | 0.13%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      12000 | PA      | $12262.45     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7472                          | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     470895 | PA      | $404533.12    | 0.03%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     159000 | PA      | $155576.74    | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                        | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596970.02    | 0.04%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     138000 | PA      | $138417.25    | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-12                                                 | FSMT 2021-12 A12                   | CUSIP: 33853GAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $133309.34    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                                        | PMTLT 2024-INV1 A8                 | CUSIP: 73015BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     147614 | PA      | $148331.89    | 0.01%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     604000 | PA      | $561279.31    | 0.04%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN                   | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     179000 | PA      | $175821.43    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2025-156 KC                    | CUSIP: 38383BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1423135 | PA      | $1419299.41   | 0.11%             | 2055-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2017-55 AZ                     | CUSIP: 38376MX28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     136565 | PA      | $121715.37    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 28 Ltd                                        | GLM 2026-28A B                     | CUSIP: 38140CAG9<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-MBS          | CORP              | KY        |     270000 | PA      | $270000.00    | 0.02%             | 2039-10-20      | Floating      | 5.07%                 | Yes           |                  3 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                              | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    2400000 | PA      | $2367518.38   | 0.18%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA5330                          | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187851 | PA      | $179107.01    | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FP0152                          | CUSIP: 3140XTE23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $460327.20    | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $33.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                                                 | WELLI 2023-1A BR                   | CUSIP: 94957JAL8<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |     150000 | PA      | $149596.97    | 0.01%             | 2038-10-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD8369                          | CUSIP: 3132DWJN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     729684 | PA      | $756641.56    | 0.06%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                            | PROG 2025-SFR3 B                   | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $55850.11     | 0.00%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     195000 | PA      | $186278.06    | 0.01%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-1A A                    | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     110000 | PA      | $110762.08    | 0.01%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     994000 | PA      | $988367.73    | 0.07%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                                 | BANK5 2024-5YR7 A3                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     290000 | PA      | $299044.03    | 0.02%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     300000 | PA      | $186843.25    | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                  | BBCMS 2024-5C29 A3                 | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $366396.08    | 0.03%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | SDCP 2026-1 A2                     | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $545701.31    | 0.04%             | 2051-01-20      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     417000 | PA      | $394953.39    | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS9732                          | CUSIP: 3140XRY66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1552274 | PA      | $1430335.28   | 0.11%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49553.99     | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SB8346                          | CUSIP: 3132D6HX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215245 | PA      | $210451.38    | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $240.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN DG3270                          | CUSIP: 3140U6T46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     430000 | PA      | $430247.25    | 0.03%             | 2056-03-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     475000 | PA      | $473352.00    | 0.04%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CARMX 2024-4 B                     | CUSIP: 14290DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      10000 | PA      | $10105.45     | 0.00%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $130049.37    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                           | JMIKE 2025-1A A2                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     447750 | PA      | $454429.58    | 0.03%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     215000 | PA      | $176167.73    | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5 5/26                        | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     500000 | PA      | $493744.20    | 0.04%             | 2026-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      70000 | PA      | $71206.40     | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF NA CAPITAL                      | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14307.45     | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     306000 | PA      | $303473.58    | 0.02%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | GNR 2021-193 KB                    | CUSIP: 38383DWC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113126 | PA      | $88614.85     | 0.01%             | 2050-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                            | JORDAN                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JO        |     230000 | PA      | $236620.94    | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497761.12    | 0.04%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-21400.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70143.38     | 0.01%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10106.75     | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     260000 | PA      | $253051.09    | 0.02%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                      | LADAR 2025-1A C                    | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40473.94     | 0.00%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: HUF 7.085 19-MAR-2036 BUB    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 1792481923 | NC      | $2072.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1938679.13   | 0.14%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303442.56    | 0.02%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     918000 | PA      | $851944.30    | 0.06%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                               | GOLUB CAP                          | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     209000 | PA      | $205136.43    | 0.02%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                    | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     155000 | PA      | $152319.69    | 0.01%             | 2034-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     225000 | PA      | $184983.82    | 0.01%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZA        |     300000 | PA      | $297577.65    | 0.02%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC                   | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401982.21    | 0.03%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     447000 | PA      | $459597.05    | 0.03%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9161000 | PA      | $9368196.08   | 0.69%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6027000 | PA      | $6144243.95   | 0.45%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     230000 | PA      | $211445.19    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                          | MGM CHINA HOLDIN                   | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     195000 | PA      | $199366.15    | 0.01%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 787071                          | CUSIP: 3622ACW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200154 | PA      | $204152.25    | 0.02%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122341.77    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2040000 | PA      | $2019408.87   | 0.15%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     230000 | PA      | $245463.46    | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $123899.58    | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | TREASURY BILL                      | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6750000 | PA      | $6517681.88   | 0.48%             | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7880                          | CUSIP: 36179WXH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1452873 | PA      | $1197894.57   | 0.09%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     450000 | PA      | $435005.56    | 0.03%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      30000 | PA      | $22235.08     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US Inc                                               | GFL ENVIRON HOL                    | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      80000 | PA      | $78499.49     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      65000 | PA      | $65183.14     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                               | BMARK 2024-V10 A3                  | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $81433.01     | 0.01%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      20000 | PA      | $20168.92     | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $118363.51    | 0.01%             | 2036-05-31      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     390000 | PA      | $370464.05    | 0.03%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA8724                          | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     697886 | PA      | $677917.21    | 0.05%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     310000 | PA      | $305355.29    | 0.02%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 DB5165                          | CUSIP: 3618H7W24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16967 | PA      | $17806.63     | 0.00%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     505000 | PA      | $487243.40    | 0.04%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     130000 | PA      | $98202.35     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2025-1A C                    | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100766.78    | 0.01%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB3785                          | CUSIP: 3140QPF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115232 | PA      | $109039.51    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4451 NZ                        | CUSIP: 3137BHC47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1468791 | PA      | $1349402.55   | 0.10%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1500000 | PA      | $1343847.66   | 0.10%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     700000 | PA      | $714003.21    | 0.05%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                    | CAS 2025-R02 1A1                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      81493 | PA      | $81367.32     | 0.01%             | 2045-02-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     311000 | PA      | $306803.93    | 0.02%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                    | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1030000 | PA      | $1046333.85   | 0.08%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     210000 | PA      | $205385.37    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2025-2A C                    | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100534.97    | 0.01%             | 2030-03-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC/CDW FIN                    | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $49923.48     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     357000 | PA      | $350679.94    | 0.03%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8B6048                          | CUSIP: 3142B3WH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     353585 | PA      | $357109.66    | 0.03%             | 2055-10-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1710000 | PA      | $1248433.59   | 0.09%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                             | DRIVE 2025-2 D                     | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     340000 | PA      | $338311.46    | 0.03%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                          | SBSN INDO III                      | CUSIP: 71567RAM8<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     201000 | PA      | $199895.91    | 0.01%             | 2029-02-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $71.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                                            | PROG 2025-SFR6 A                   | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     280000 | PA      | $270211.54    | 0.02%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $13110.74     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |     100000 | PA      | $110875.84    | 0.01%             | 2055-01-23      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | RABOBANK                           | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     380000 | PA      | $370084.19    | 0.03%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4380000 | PA      | $4267933.58   | 0.32%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | REP OF NIGERIA                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NG        |     200000 | PA      | $210310.64    | 0.02%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MB0756                          | CUSIP: 3618N5ZW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1170769 | PA      | $1183092.16   | 0.09%             | 2055-11-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD6628                          | CUSIP: 3132DULH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     386833 | PA      | $402221.02    | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                    | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200260.49    | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |    2850000 | PA      | $3140526.36   | 0.23%             | 2033-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                     | CGCMT 2019-C7 A4                   | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     390000 | PA      | $369117.41    | 0.03%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                                     | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: 635400L14KNHZXPUZM19       | Long             | DBT              | CORP              | IE        |     200000 | PA      | $225103.73    | 0.02%             | 2036-09-18      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Volksbank Wien AG                                                               | VOLKSBANK WIEN A                   | CUSIP: N/A<br>LEI: 529900D4CD6DIB3CI904       | Long             | DBT              | CORP              | AT        |     200000 | PA      | $234609.90    | 0.02%             | 2035-12-04      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     105000 | PA      | $95366.53     | 0.01%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     560000 | PA      | $556787.24    | 0.04%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     610000 | PA      | $619655.96    | 0.05%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                                                       | CALIFORNIA RESOU                   | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     160000 | PA      | $160968.54    | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4440 KZ                        | CUSIP: 3137BGG60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     278774 | PA      | $249205.03    | 0.02%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49935.24     | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2 MA7936                          | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2553811 | PA      | $2193907.19   | 0.16%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | FH 8C1195                          | CUSIP: 3142BBKG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     169111 | PA      | $171164.55    | 0.01%             | 2055-11-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398179.52    | 0.03%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | BEACH ACQUISITIO                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     225000 | PA      | $225618.75    | 0.02%             | 2032-09-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                      | TAOT 2024-D A4                     | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      30000 | PA      | $30162.95     | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     795000 | PA      | $753478.21    | 0.06%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PLN/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $456.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | BAKER HUGHES                       | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $684290.77    | 0.05%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     320000 | PA      | $323380.82    | 0.02%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-6 B                      | CUSIP: 92348KEL3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100781.30    | 0.01%             | 2033-06-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNA                   | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     555000 | PA      | $560398.26    | 0.04%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-4 C                      | CUSIP: 92348KEE9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $101487.55    | 0.01%             | 2033-03-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.157448 15-MAR-2028 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   45800000 | NC      | $331655.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     400000 | PA      | $373050.05    | 0.03%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $31142.78     | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 4013 XZ                        | CUSIP: 3137ANJY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163115 | PA      | $149972.58    | 0.01%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-4A B                    | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100769.65    | 0.01%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-C13 Mortgage Trust                                                     | BMO 2025-C13 A5                    | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380000 | PA      | $386557.17    | 0.03%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     960000 | PA      | $956854.00    | 0.07%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RJ0011                          | CUSIP: 3142GQAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216716 | PA      | $224857.82    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306087.90    | 0.02%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB8723                          | CUSIP: 3140QUVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     553681 | PA      | $579715.94    | 0.04%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SL2452                          | CUSIP: 31427PWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     429405 | PA      | $439188.63    | 0.03%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     760000 | PA      | $746366.38    | 0.06%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Gryphon Acquire NewCo LLC                                                       | GRYPHON ACQUIRE                    | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     340000 | PA      | $340000.00    | 0.03%             | 2032-09-13      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                         | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     460000 | PA      | $459358.71    | 0.03%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The                                                           | ADT SEC CORP                       | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38778.04     | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN                   | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75060.49     | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                               | FNR 2016-80 KZ                     | CUSIP: 3136AUFH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265195 | PA      | $233086.89    | 0.02%             | 2046-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAP LTD                   | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $193139.48    | 0.01%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110274.96    | 0.01%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1305069.11   | 0.10%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OBX 2023-INV1                                                                   | OBX 2023-INV1 A1                   | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255860 | PA      | $222214.70    | 0.02%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                     | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $86303.02     | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |     105000 | PA      | $104343.75    | 0.01%             | 2033-03-24      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FM5090                          | CUSIP: 3140X8UQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     489535 | PA      | $415534.10    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    1180000 | PA      | $1340636.46   | 0.10%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTALENERGIES                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     200000 | PA      | $210323.85    | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                  | SMURFIT WESTROCK                   | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     520000 | PA      | $511144.60    | 0.04%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                   | SDART 2024-2 D                     | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      85000 | PA      | $87404.07     | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     300000 | PA      | $300406.22    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                                         | FIAOT 2025-1A C                    | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100094.73    | 0.01%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                         | CARMX 2025-2 D                     | CUSIP: 14320AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      20000 | PA      | $20332.01     | 0.00%             | 2031-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires/Government Bonds                                | CITY OF BUENOS                     | CUSIP: LW2239967<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |     266680 | PA      | $268761.25    | 0.02%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302350.03    | 0.02%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       1000 | PA      | $981.35       | 0.00%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4256                          | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     235275 | PA      | $199563.03    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                   | BBCMS 2025-C35 A5                  | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $134846.37    | 0.01%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     450000 | PA      | $426136.44    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3505179.89   | 0.26%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR SD3825                          | CUSIP: 3132E0HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     187349 | PA      | $193616.30    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     338000 | PA      | $341345.53    | 0.03%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      70000 | PA      | $65447.40     | 0.00%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     680000 | PA      | $668106.47    | 0.05%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co                                                               | SOUTHERN POWER                     | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     230000 | PA      | $223065.05    | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JMIKE 2024-1A A2                   | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     168300 | PA      | $170204.68    | 0.01%             | 2055-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN BM7912                          | CUSIP: 3140JCYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     198483 | PA      | $198738.61    | 0.01%             | 2055-12-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                 | JERSEY CENT P&L                    | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     390000 | PA      | $388169.68    | 0.03%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30487.10     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     931000 | PA      | $869209.83    | 0.06%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CC2282                          | CUSIP: 3140Y8RC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1460000 | PA      | $1460998.35   | 0.11%             | 2056-03-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                              | G2SF 5.5 4/26                      | CUSIP: 21H052645<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -7200000 | PA      | $-7239816.72  | -0.54%            | 2026-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4995.21      | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                           | SWTCH 2025-2A A21                  | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     290000 | PA      | $283210.96    | 0.02%             | 2055-10-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     460000 | PA      | $397235.71    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                 | CYPRIUM CORP/HOL                   | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      25000 | PA      | $24292.93     | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     390000 | PA      | $412768.33    | 0.03%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 30Y RTR 3.690000 16-JUL-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    1340000 | NC      | $8265.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     122000 | PA      | $118016.83    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1426148.05   | 0.11%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |     160000 | PA      | $156644.94    | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     450000 | PA      | $450768.88    | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2025-A C                     | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |       5462 | PA      | $5505.50      | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2728039.96   | 0.20%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | FHR 5170 DP                        | CUSIP: 3137H4FG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     894382 | PA      | $789904.64    | 0.06%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71481.85     | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                       | FNCL 4.5 4/26                      | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -200000 | PA      | $-192843.76   | -0.01%            | 2026-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA5676                          | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     149905 | PA      | $157285.02    | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                             | OMNIS FUND TRUST                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     253000 | PA      | $255190.61    | 0.02%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                 | AMCAR 2024-1 B                     | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $60846.44     | 0.00%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     168000 | PA      | $132016.99    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     400000 | PA      | $328702.33    | 0.02%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                              | TCN 2024-SFR4 B                    | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $98181.89     | 0.01%             | 2041-11-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                                                    | ROAK 2025-1A A                     | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $100197.62    | 0.01%             | 2030-12-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185692.76    | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | ALBERTSONS COS                     | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     165000 | PA      | $161487.38    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     960000 | PA      | $941144.61    | 0.07%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                   | DISCOVERY HLDG                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     155000 | PA      | $137227.88    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA4070                          | CUSIP: 3140W4QY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3999716 | PA      | $4050289.41   | 0.30%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: OIS 3.309340 31-AUG-2030 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3300000 | NC      | $33741.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $161241.74    | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FA3263                          | CUSIP: 3140W3TV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     709559 | PA      | $641305.33    | 0.05%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QF1491                          | CUSIP: 3133BNUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     459042 | PA      | $444222.67    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                             | ROCKET SOFTWARE                    | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     128480 | PA      | $123003.54    | 0.01%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1201.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     470000 | PA      | $468657.61    | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |     540000 | PA      | $535559.31    | 0.04%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                                              | BX 2025-ARIA A                     | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     610000 | PA      | $613211.77    | 0.05%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 2Y RTP 3.400000 17-JUN-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -35630000 | NC      | $-224036.82   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24665.21     | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70143.74     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP                   | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90500.00     | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      15000 | PA      | $15000.00     | 0.00%             | 2033-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                  | HART 2025-A B                      | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      40000 | PA      | $40261.90     | 0.00%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RC2193                          | CUSIP: 3133L8NJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     817534 | PA      | $756908.49    | 0.06%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-OAT Future   Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -56 | NC      | $148583.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    1100000 | PA      | $1262781.61   | 0.09%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LEN                   | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     280000 | PA      | $278648.20    | 0.02%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    2503000 | PA      | $2493417.95   | 0.18%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN CB0405                          | CUSIP: 3140QKNX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     217387 | PA      | $200315.62    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      60000 | PA      | $45963.17     | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 24 LTD                                                             | FLAT 2023-2A A1R                   | CUSIP: 33882CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |     200000 | PA      | $199633.92    | 0.01%             | 2039-01-15      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN 310242                          | CUSIP: 31374CS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $905422.70    | 0.07%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                              | CROWN AMERICAS L                   | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     125000 | PA      | $125077.94    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1323555.50   | 0.10%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20315.50     | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN MA4643                          | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180683 | PA      | $166646.23    | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2400000 | PA      | $1366593.74   | 0.10%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20070.30     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9204.52      | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     100000 | PA      | $110776.53    | 0.01%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1173.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $345533.52    | 0.03%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-1250B                                | WFCM 2026-1250B A                  | CUSIP: 949939AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280000 | PA      | $277304.52    | 0.02%             | 2041-03-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     425000 | PA      | $346776.76    | 0.03%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $1026015.62   | 0.08%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                 | PINNACLE FINANCL                   | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     292000 | PA      | $297762.96    | 0.02%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                                            | AMSR 2025-SFR2 B                   | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140000 | PA      | $134862.10    | 0.01%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                           | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |      50000 | PA      | $21524.79     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                    | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $201891.72    | 0.01%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-J1                                                          | PMTLT 2026-J1 A25                  | CUSIP: 73015MBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     725843 | PA      | $723408.78    | 0.05%             | 2057-07-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |    1000000 | PA      | $1136336.36   | 0.08%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1217298.20   | 0.09%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     205000 | PA      | $208654.90    | 0.02%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     398000 | PA      | $396722.26    | 0.03%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | FWDP 10Y RTR 3.144000 02-FEB-2028  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -3660000 | NC      | $-44965.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $199.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | REP OF NIGERIA                     | CUSIP: 65412AFF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     275000 | PA      | $285824.32    | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                              | SBAT 2024-A D                      | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      60000 | PA      | $61022.00     | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     110000 | PA      | $104469.75    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC I                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8040.96      | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                                        | CLOSE BROS GRP                     | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $410348.71    | 0.03%             | 2028-06-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS0349                          | CUSIP: 3140XFL74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3528579 | PA      | $2882503.35   | 0.21%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      60000 | PA      | $57616.45     | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FN FS7144                          | CUSIP: 3140XN5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     489069 | PA      | $397228.69    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                        | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     300000 | PA      | $295928.77    | 0.02%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd                                                                     | VALARIS                            | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     106000 | PA      | $109791.81    | 0.01%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     575000 | PA      | $614797.54    | 0.05%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | ALBERTSONS COS                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     105000 | PA      | $105903.34    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2375.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40143.64     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK                   | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $90941.82     | 0.01%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | ENDO FINANCE                       | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      15873 | PA      | $15761.02     | 0.00%             | 2031-04-23      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNA                   | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      90000 | PA      | $77906.53     | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     169000 | PA      | $182197.41    | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | ORANGE                             | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    1045000 | PA      | $1032721.48   | 0.08%             | 2033-01-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                             | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    1695000 | PA      | $1704090.12   | 0.13%             | 2027-01-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29336.37     | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR RA6434                          | CUSIP: 3133KNEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1486358 | PA      | $1265388.86   | 0.09%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                     | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47339.13     | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| First National Master Note Trust                                                | FNMNT 2024-1 A                     | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      50000 | PA      | $50625.77     | 0.00%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                                                | SEMT 2024-INV1 A2                  | CUSIP: 816939AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     123971 | PA      | $125282.28    | 0.01%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WEN 2019-1A A2II                   | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |      43869 | PA      | $42174.01     | 0.00%             | 2049-06-15      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | FR QE0399                          | CUSIP: 3133B9NQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5665 | PA      | $5025.26      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                     | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     568000 | PA      | $516553.45    | 0.04%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                             | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     191000 | PA      | $136940.51    | 0.01%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                                        | GCAR 2025-4A B                     | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     270000 | PA      | $270187.22    | 0.02%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer