# EDGAR Filing Document

**Accession Number:** 0001738072
**File Stem:** 0002071691-25-007657
**Filing Date:** 2025-11
**Character Count:** 1159589
**Document Hash:** d7d94b5f94802d75b5ec22e6b1351365
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-007657.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0002071691-25-007657

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Variable Series Funds II, Inc.
- **CENTRAL INDEX KEY:** 0001738072

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23346
- **FILM NUMBER:** 251526993

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock Total Return V.I. Fund (Series ID: S000062377)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000202344 | Class I      |  |
| C000202345 | Class III    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Variable Series Funds II, Inc.

- **b. Investment Company Act file number:** 811-23346

- **c. CIK number of Registrant:** 0001738072

- **d. LEI of Registrant:** 549300CYYTFFNBNORE26

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Total Return V.I. Fund

- **b. EDGAR series identifier (if any):** S000062377

- **c. LEI of Series:** QEYJMZOKY3CA1LFEXI16

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1388067863.00

**Total Liabilities:** $439721616.18

**Net Assets:** $948346246.82

**Cash Not Reported:** $4053149.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 25458.72000000 | **1-Year:** 11493.16000000 | **5-Year:** 209054.24000000 | **10-Year:** 57972.63000000 | **30-Year:** 61323.55000000

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

- **3-Month:** 9099.52000000 | **1-Year:** -239.91000000 | **5-Year:** 25476.02000000 | **10-Year:** 218.89000000 | **30-Year:** 8564.02000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202345 | -0.26%               | 1.44%                | 1.12%                |
| Class ID C000202344 | -0.23%               | 1.35%                | 1.23%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $867004.24               | $-6605967.01                               |
| Month 2  | $2075403.78              | $7272383.19                                |
| Month 3  | $2339447.13              | $4965267.81                                |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| GoldenTree Loan Management US CLO 23 Ltd.                                        | GoldenTree Loan Management US CLO 23 Ltd., Series 2024-23A, Class B                                               | CUSIP: 38139KAG4<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | KY        |     1310000 | PA      | $1314650.63   | 0.14%             | 2039-01-20      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3908800 | PA      | $2858920.75   | 0.30%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-1, Class A5                                                    | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56236 | PA      | $7222.79      | 0.00%             | 2029-09-01      | Variable      | 8.06%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2672910 | PA      | $-12290.24    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Atos SE                                                                          | Atos SE                                                                                                           | CUSIP: N/A<br>LEI: 5493001EZOOA66PTBR68       | Long             | SN               | CORP              | FR        |      105520 | PA      | $142520.11    | 0.02%             | 2029-12-18      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      996000 | PA      | $620787.08    | 0.07%             | 2061-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQ2Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       76569 | PA      | $78960.10     | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2023-XL3, Class A                                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       90217 | PA      | $90329.83     | 0.01%             | 2040-12-09      | Floating      | 5.91%                 | No            | 2                  | On Loan: No      |
| BCP V Modular Services Finance II plc                                            | BCP V Modular Services Finance II plc                                                                             | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $109761.72    | 0.01%             | 2031-07-10      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3982600 | PA      | $4013714.06   | 0.42%             | 2026-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      849000 | PA      | $772176.25    | 0.08%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2681843 | PA      | $2174106.40   | 0.23%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2022-78, Class D                                                 | CUSIP: 38383P6D8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      675322 | PA      | $114632.53    | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3088 | PA      | $2873.67      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GVCX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      968561 | PA      | $992532.41    | 0.10%             | 2055-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23134 | PA      | $22336.01     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      738000 | PA      | $686985.68    | 0.07%             | 2033-03-02      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| Home Equity Mortgage Loan Asset-Backed Trust                                     | Home Equity Mortgage Loan Asset-Backed Trust, Series 2004-A, Class M2                                             | CUSIP: 456606ER9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9201 | PA      | $8869.75      | 0.00%             | 2034-07-25      | Floating      | 3.52%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      790148 | PA      | $642017.97    | 0.07%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                            | Clydesdale Acquisition Holdings, Inc.                                                                             | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      156000 | PA      | $160249.91    | 0.02%             | 2030-04-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28991 | PA      | $27600.93     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      709308 | PA      | $611635.92    | 0.06%             | 2052-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO X Ltd.                                               | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class A1R3                                                   | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |      708000 | PA      | $710424.90    | 0.07%             | 2038-07-20      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class E                                 | CUSIP: 46593KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      305000 | PA      | $304950.39    | 0.03%             | 2039-11-09      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      351000 | PA      | $356347.26    | 0.04%             | 2028-07-22      | Variable      | 4.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5057000 | PA      | $5225821.32   | 0.55%             | 2055-10-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32945 | PA      | $31411.45     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                            | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | NUSS              | MA        |      321000 | PA      | $349488.75    | 0.04%             | 2034-05-02      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1100 | PA      | $1067.54      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2039 | PA      | $2141.67      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    14446000 | PA      | $894756.55    | 0.09%             | 2033-03-31      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1642157.59   | 0.17%             | 2029-04-12      | Variable      | 4.99%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8306 | PA      | $8055.77      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Prime Investments LLC                                                            | Prime Investments LLC                                                                                             | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      246415 | PA      | $252895.71    | 0.03%             | 2030-05-01      | Fixed         | 11.00%                | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       72247 | PA      | $69381.46     | 0.01%             | 2036-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Standard Industries, Inc.                                                        | Standard Industries, Inc.                                                                                         | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95877.96     | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      236000 | PA      | $244619.73    | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| BLP Commercial Mortgage Trust                                                    | BLP Commercial Mortgage Trust, Series 2024-IND2, Class A                                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94883 | PA      | $95060.56     | 0.01%             | 2041-03-15      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                              | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      382000 | PA      | $412318.74    | 0.04%             | 2030-10-06      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2017-2, Class M3                                                   | CUSIP: 92258VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       51860 | PA      | $48690.85     | 0.01%             | 2047-11-25      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      267523 | PA      | $219727.51    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15786 | PA      | $14388.57     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30324 | PA      | $29278.38     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Williams Scotsman, Inc.                                                          | Williams Scotsman, Inc.                                                                                           | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102926.50    | 0.01%             | 2030-04-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Wom New Holdco                                                                   | Wom New Holdco                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |          86 | NS      | $1978.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      474758 | PA      | $439311.48    | 0.05%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1913365 | PA      | $1709718.16   | 0.18%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61932 | PA      | $58070.65     | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MVM Energetika Zrt.                                                              | MVM Energetika Zrt.                                                                                               | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              | NUSS              | HU        |      396000 | PA      | $419760.00    | 0.04%             | 2031-03-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Republic of Colombia                                                             | Republic of Colombia                                                                                              | CUSIP: N/A<br>LEI: 549300MHDRBVRF6B9117       | Long             | DBT              | NUSS              | CO        | 10315900000 | PA      | $1814543.35   | 0.19%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WHFL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39008 | PA      | $35554.32     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Community Health Systems, Inc.                                                   | Community Health Systems, Inc.                                                                                    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105909.70    | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Silver Point CLO 1 Ltd.                                                          | Silver Point CLO 1 Ltd., Series 2022-1A, Class A1R                                                                | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250963.40    | 0.03%             | 2038-01-20      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2309600 | PA      | $2275046.21   | 0.24%             | 2029-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H0626A0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1956000 | PA      | $2008853.51   | 0.21%             | 2055-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| State of California                                                              | State of California, Series 2018                                                                                  | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     1215000 | PA      | $1238035.15   | 0.13%             | 2038-04-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      693000 | PA      | $700231.22    | 0.07%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                    | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      505000 | PA      | $508767.30    | 0.05%             | 2054-09-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      295000 | PA      | $287360.42    | 0.03%             | 2054-10-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp.                                                              | Bausch + Lomb Corp.                                                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $104218.75    | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221647 | PA      | $191217.19    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QL4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117215 | PA      | $113124.77    | 0.01%             | 2036-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Port of Beaumont Navigation District                                             | Port of Beaumont Navigation District, Series 2024B                                                                | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |      310000 | PA      | $311622.30    | 0.03%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      910000 | PA      | $990756.58    | 0.10%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      625236 | PA      | $634871.70    | 0.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                 | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102208.67    | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4898 | PA      | $5161.50      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      407000 | PA      | $336079.92    | 0.04%             | 2052-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Hess Midstream Operations LP                                                     | Hess Midstream Operations LP                                                                                      | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101938.01    | 0.01%             | 2028-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1116645 | PA      | $959170.58    | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Xerox Holdings Corp.                                                             | Xerox Holdings Corp.                                                                                              | CUSIP: 98421MAC0<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |       25000 | PA      | $13506.28     | 0.00%             | 2029-11-30      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                              | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      219000 | PA      | $230883.16    | 0.02%             | 2031-03-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2053584 | PA      | $1835676.71   | 0.19%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89124 | PA      | $77095.67     | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1120854 | PA      | $3617.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                                     | Virgin Media O2 Vendor Financing Notes V DAC                                                                      | CUSIP: N/A<br>LEI: 635400ASSEVCXAPVGC36       | Long             | DBT              | CORP              | IE        |      100000 | PA      | $138994.18    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1728100 | PA      | $1315651.12   | 0.14%             | 2047-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Hess Corp.                                                                       | Hess Corp.                                                                                                        | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |      191000 | PA      | $219930.62    | 0.02%             | 2031-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       83000 | PA      | $72917.56     | 0.01%             | 2053-04-25      | Variable      | 4.61%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      827683 | PA      | $739593.82    | 0.08%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3131Y9E25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       53593 | PA      | $52795.25     | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust                                           | J.P. Morgan Mortgage Acquisition Trust, Series 2006-CW1, Class M1                                                 | CUSIP: 46628MAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       40041 | PA      | $39989.21     | 0.00%             | 2036-05-25      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| CENT                                                                             | CENT, Series 2025-CITY, Class A                                                                                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $566333.77    | 0.06%             | 2040-07-10      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      249000 | PA      | $250722.07    | 0.03%             | 2028-05-07      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15388.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| ECL Entertainment LLC                                                            | ECL Entertainment LLC, 1st Lien Term Loan B                                                                       | CUSIP: 26826TAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      208637 | PA      | $208272.16    | 0.02%             | 2030-08-30      | Variable      | 7.16%                 | No            | 2                  | On Loan: No      |
| Regatta XI Funding Ltd.                                                          | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                                                 | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250800.00    | 0.03%             | 2037-07-17      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| Continuum Energy Pte. Ltd.                                                       | Continuum Energy Pte. Ltd.                                                                                        | CUSIP: 211926AA8<br>LEI: 254900MLJ5CQ9QU8DV90 | Long             | DBT              | CORP              | SG        |      451790 | PA      | $451790.00    | 0.05%             | 2027-09-11      | Fixed         | 12.85%                | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140N8U97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89599 | PA      | $89803.71     | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KE3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9346 | PA      | $9082.88      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CWABS Asset-Backed Certificates Trust                                            | CWABS Asset-Backed Certificates Trust, Series 2005-16, Class 1AF                                                  | CUSIP: 126670NV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       61539 | PA      | $55286.47     | 0.01%             | 2036-04-25      | Variable      | 4.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3169.48      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      126627 | PA      | $118087.86    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1042649.74   | 0.11%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ORL Trust                                                                        | ORL Trust, Series 2024-GLKS, Class A                                                                              | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      630000 | PA      | $630196.88    | 0.07%             | 2039-12-15      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7932 | PA      | $7776.07      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2024-NPL1, Class A1                                                                             | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      214238 | PA      | $214498.82    | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1538000 | PA      | $1373141.78   | 0.14%             | 2031-05-24      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      204000 | PA      | $211832.68    | 0.02%             | 2059-02-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      566820 | PA      | $486881.08    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Ithaca Energy North Sea plc                                                      | Ithaca Energy North Sea plc                                                                                       | CUSIP: N/A<br>LEI: 213800BMMUN3AKWBIO91       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $118431.42    | 0.01%             | 2031-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XNA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      109923 | PA      | $94812.57     | 0.01%             | 2052-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7LM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67612 | PA      | $62193.86     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1                                        | CUSIP: 617932AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      342403 | PA      | $345117.00    | 0.04%             | 2069-11-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      380024 | PA      | $370317.24    | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CIFC Funding 2025-IV Ltd.                                                        | CIFC Funding Ltd., Series 2025-4A, Class B                                                                        | CUSIP: 12575MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251272.50    | 0.03%             | 2038-10-24      | Floating      | 5.81%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       80542 | PA      | $81616.24     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                 | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      563000 | PA      | $573394.36    | 0.06%             | 2030-04-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Trident Energy Finance plc                                                       | Trident Energy Finance plc                                                                                        | CUSIP: N/A<br>LEI: 9845004ECK3FYO64I382       | Long             | DBT              | CORP              | GB        |      328000 | PA      | $341736.64    | 0.04%             | 2029-11-30      | Fixed         | 12.50%                | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                            | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1276111.87   | 0.13%             | 2030-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BAY Mortgage Trust                                                               | BAY Mortgage Trust, Series 2025-LIVN, Class A                                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      293000 | PA      | $293763.15    | 0.03%             | 2035-05-15      | Floating      | 5.95%                 | No            | 2                  | On Loan: No      |
| Core Scientific, Inc.                                                            | Core Scientific, Inc.                                                                                             | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |       12922 | NS      | $231820.68    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36180DSX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19725 | PA      | $18440.10     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| New York State Dormitory Authority                                               | New York State Dormitory Authority, Series 2010H                                                                  | CUSIP: 6499022F9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |       60000 | PA      | $60707.48     | 0.01%             | 2040-03-15      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Cirkul Sr Sec                                                                    | Cirkul Sr Sec, 1st Lien Term Loan                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      195151 | PA      | $191989.09    | 0.02%             | 2028-04-23      | Variable      | 11.88%                | No            | 3                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FM78<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16700 | PA      | $16163.78     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      261627 | PA      | $254690.05    | 0.03%             | 2035-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Meritage Homes Corp.                                                             | Meritage Homes Corp.                                                                                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |        1221 | NS      | $88437.03     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SG Mortgage Securities Trust                                                     | SG Mortgage Securities Trust, Series 2006-OPT2, Class A3D                                                         | CUSIP: 78420MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $77845.70     | 0.01%             | 2036-10-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4241000 | PA      | $3065282.16   | 0.32%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      139214 | PA      | $124338.02    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                              | Solaris Energy Infrastructure, Inc.                                                                               | CUSIP: 83419XAA6<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |      218000 | PA      | $390199.41    | 0.04%             | 2030-05-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       19341 | PA      | $18720.33     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      183000 | PA      | $191023.48    | 0.02%             | 2036-01-28      | Variable      | 5.54%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       81000 | PA      | $84872.53     | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                         | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      485000 | PA      | $373076.57    | 0.04%             | 2047-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Opal Bidco SAS                                                                   | Opal Bidco SAS                                                                                                    | CUSIP: N/A<br>LEI: 969500R96XT7XY2UJ564       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121512.54    | 0.01%             | 2032-03-31      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DPR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72089 | PA      | $72253.72     | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      235000 | PA      | $252611.86    | 0.03%             | 2033-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1471 | PA      | $1504.35      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      532000 | PA      | $473004.65    | 0.05%             | 2052-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      567000 | PA      | $503592.46    | 0.05%             | 2031-10-24      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-5, Class A7                                                    | CUSIP: 20846QER5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      133743 | PA      | $26006.80     | 0.00%             | 2031-05-01      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108872.32    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DQXM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      826236 | PA      | $838968.72    | 0.09%             | 2053-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OCP SA                                                                           | OCP SA                                                                                                            | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | NUSS              | MA        |      200000 | PA      | $217750.00    | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46029.64     | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1135000 | PA      | $1200262.50   | 0.13%             | 2035-02-09      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179V4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      906086 | PA      | $811491.04    | 0.09%             | 2051-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                            | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      448000 | PA      | $411211.81    | 0.04%             | 2053-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WEF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13680 | PA      | $13287.13     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-15, Class 2A2                                                        | CUSIP: 17025TBJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      171535 | PA      | $60997.34     | 0.01%             | 2037-09-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class AS                                                                   | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $73415.97     | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QVA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131128 | PA      | $135555.42    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335B2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122374 | PA      | $121424.22    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HHWE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66252 | PA      | $63692.80     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROCK Trust                                                                       | ROCK Trust, Series 2024-CNTR, Class A                                                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      113000 | PA      | $116425.69    | 0.01%             | 2041-11-13      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-129, Class AB                                               | CUSIP: 38381MYE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      142690 | PA      | $141450.74    | 0.01%             | 2054-09-16      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                        | XPLR Infrastructure Operating Partners LP                                                                         | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104800.00    | 0.01%             | 2031-01-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      218604 | PA      | $211371.22    | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $524.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2025-4A, Class C                                                                        | CUSIP: 12575MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250677.13    | 0.03%             | 2038-10-24      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust, Series 2025-HE1, Class A                                                                             | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1546147 | PA      | $1568241.85   | 0.17%             | 2055-01-25      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQDV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       78253 | PA      | $80695.53     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      532000 | PA      | $476892.20    | 0.05%             | 2032-03-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     2262000 | PA      | $688215.32    | 0.07%             | 2035-08-12      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      138481 | PA      | $113451.34    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0224A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      973000 | PA      | $914946.27    | 0.10%             | 2040-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      226890 | PA      | $231003.97    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust                          | Bank of America Merrill Lynch Commercial Mortgage Trust, Series 2017-BNK3, Class XB                               | CUSIP: 06427DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $6483.30      | 0.00%             | 2050-02-15      | Variable      | 0.73%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 3A1                        | CUSIP: 939344AK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19928 | PA      | $17585.78     | 0.00%             | 2036-05-25      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168937 | PA      | $139108.15    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GRWA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       93624 | PA      | $96920.62     | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                         | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      277000 | PA      | $178983.71    | 0.02%             | 2051-12-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                            | Navoi Mining & Metallurgical Combinat                                                                             | CUSIP: N/A<br>LEI: 213800YLNAGERZ4C3M60       | Long             | DBT              | CORP              | UZ        |      368000 | PA      | $386400.00    | 0.04%             | 2030-05-14      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168945 | PA      | $145186.82    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| IRB Infrastructure Developers Ltd.                                               | IRB Infrastructure Developers Ltd.                                                                                | CUSIP: N/A<br>LEI: 335800XGO3AITGW6AK27       | Long             | DBT              | CORP              | IN        |      700000 | PA      | $725375.00    | 0.08%             | 2032-03-11      | Fixed         | 7.11%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |       83000 | PA      | $83813.65     | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-3A, Class A2                                                          | CUSIP: 07324NAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4297 | PA      | $4129.37      | 0.00%             | 2036-10-25      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      848000 | PA      | $852965.63    | 0.09%             | 2062-09-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     4772000 | PA      | $4762271.13   | 0.50%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.                                              | Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class ARR                                                   | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250763.65    | 0.03%             | 2037-07-15      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       95221 | PA      | $87593.24     | 0.01%             | 2052-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202E7F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2534 | PA      | $2468.15      | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13548 | PA      | $13086.28     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PENN Commercial Mortgage Trust                                                   | PENN Commercial Mortgage Trust, Series 2025-P11, Class A                                                          | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118000 | PA      | $120094.67    | 0.01%             | 2042-08-10      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| Vale Overseas Ltd.                                                               | Vale Overseas Ltd.                                                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      417000 | PA      | $427958.76    | 0.05%             | 2054-06-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                              | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      451000 | PA      | $455921.45    | 0.05%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMKJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      545780 | PA      | $524732.72    | 0.06%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQWT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       62000 | PA      | $64366.80     | 0.01%             | 2052-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                          | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101411.90    | 0.01%             | 2028-03-01      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-9, Class A1                                                          | CUSIP: 12544XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57170 | PA      | $26593.86     | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1145000 | PA      | $1123441.80   | 0.12%             | 2026-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H0426A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3860000 | PA      | $3742662.45   | 0.39%             | 2055-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MSCI, Inc.                                                                       | MSCI, Inc.                                                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      480000 | PA      | $483973.90    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Securitizations Corp.                                            | Conseco Finance Securitizations Corp., Series 2000-4, Class A6                                                    | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      151157 | PA      | $20035.56     | 0.00%             | 2032-05-01      | Variable      | 8.31%                 | No            | 2                  | On Loan: No      |
| Baltimore Gas & Electric Co.                                                     | Baltimore Gas & Electric Co.                                                                                      | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |       77000 | PA      | $59560.94     | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | Louisiana Local Government Environmental Facilities & Community Development Authority, Series 2022A               | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |      620000 | PA      | $616833.31    | 0.07%             | 2033-02-01      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1043000 | PA      | $1047034.04   | 0.11%             | 2065-08-03      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XKEQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1301903 | PA      | $1126816.37   | 0.12%             | 2042-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ITT Holdings LLC                                                                 | ITT Holdings LLC                                                                                                  | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98313.46     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YTMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2696 | PA      | $2610.04      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4523 | PA      | $4434.22      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132L5AD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28315 | PA      | $26064.81     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1762655 | PA      | $1514069.72   | 0.16%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| New Immo Holding SA                                                              | New Immo Holding SA                                                                                               | CUSIP: N/A<br>LEI: 5493007LOTJ0I8E94R81       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121224.67    | 0.01%             | 2028-04-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      479000 | PA      | $489321.47    | 0.05%             | 2029-02-01      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110471 | PA      | $110678.16    | 0.01%             | 2039-08-15      | Floating      | 5.84%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2133000 | PA      | $1888621.53   | 0.20%             | 2043-11-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                   | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      393000 | PA      | $404153.26    | 0.04%             | 2033-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      222000 | PA      | $230676.88    | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-2A, Class A1                                                          | CUSIP: 07325XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12366 | PA      | $11477.44     | 0.00%             | 2037-07-25      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      648115 | PA      | $532327.30    | 0.06%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-78, Class IP                                                | CUSIP: 38382TBX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1389788 | PA      | $242217.06    | 0.03%             | 2051-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1350404.41   | 0.14%             | 2030-10-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      628653 | PA      | $562874.07    | 0.06%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VZ Secured Financing BV                                                          | VZ Secured Financing BV                                                                                           | CUSIP: N/A<br>LEI: 549300MG611MYCOWY949       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $117399.69    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       83413 | PA      | $70387.29     | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BAHA Trust                                                                       | BAHA Trust, Series 2024-MAR, Class A                                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1440000 | PA      | $1489041.50   | 0.16%             | 2041-12-10      | Variable      | 6.17%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      631192 | PA      | $516413.56    | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133BJEZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      127706 | PA      | $124389.91    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                        | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |      341000 | PA      | $333139.95    | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Post Holdings, Inc.                                                              | Post Holdings, Inc.                                                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100930.90    | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding LXXIII Ltd.                                                 | Madison Park Funding LXXIII Ltd., Series 2025-73A, Class B                                                        | CUSIP: 55823HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251129.98    | 0.03%             | 2038-10-17      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Cirkul, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         520 | NS      | $2288.00      | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WEAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66405 | PA      | $65176.40     | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417TM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20442 | PA      | $21170.88     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0426A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -48515000 | PA      | $-47052653.59 | -4.96%            | 2055-10-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE3, Class 1A4                                          | CUSIP: 073852AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      227294 | PA      | $218648.49    | 0.02%             | 2037-04-25      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15440 | PA      | $15578.54     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      354000 | PA      | $322968.54    | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Romark WM-R Ltd.                                                                 | Romark WM-R Ltd., Series 2018-1A, Class A1                                                                        | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       98888 | PA      | $99025.72     | 0.01%             | 2031-04-20      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DPEZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      100788 | PA      | $96803.49     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       35880 | PA      | $33809.64     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series C                                                                                       | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      578000 | PA      | $511621.20    | 0.05%             | 2047-07-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Dell International LLC                                                           | Dell International LLC                                                                                            | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      978000 | PA      | $975739.13    | 0.10%             | 2031-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8639 | PA      | $8366.62      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M2                                                   | CUSIP: 92261BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99181 | PA      | $99585.70     | 0.01%             | 2054-12-25      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80773 | PA      | $72183.13     | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CA79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15400 | PA      | $15230.86     | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Comcast Corp.                                                                    | Comcast Corp.                                                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      666000 | PA      | $380297.29    | 0.04%             | 2063-11-01      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                              | Suzano Austria GmbH, Series DM3N                                                                                  | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      472000 | PA      | $423572.80    | 0.04%             | 2032-01-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XLII Ltd.                                                   | Madison Park Funding XLII Ltd., Series 13A, Class AR                                                              | CUSIP: 55822RAA8<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |      150294 | PA      | $150321.35    | 0.02%             | 2030-11-21      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95476 | PA      | $77310.85     | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6491 | PA      | $6309.58      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      431320 | PA      | $368806.27    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37497 | PA      | $36171.29     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       47180 | PA      | $44644.45     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Australia 10-Year Bonds                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |         160 | NC      | $-44491.15    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179SYT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      185990 | PA      | $178001.58    | 0.02%             | 2047-03-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      923000 | PA      | $792198.67    | 0.08%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      126000 | PA      | $124976.25    | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                 | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       53000 | PA      | $43621.21     | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                          | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      262000 | PA      | $266026.94    | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Dominion Energy South Carolina, Inc.                                             | Dominion Energy South Carolina, Inc., Series 2025                                                                 | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |       33000 | PA      | $34078.03     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3667700 | PA      | $3747644.42   | 0.40%             | 2031-06-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-8RA, Class AR                                                                           | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250317.43    | 0.03%             | 2036-10-17      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| Palmer Square CLO Ltd.                                                           | Palmer Square CLO Ltd., Series 2019-1A, Class A1R2                                                                | CUSIP: 69700GAU6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |      700000 | PA      | $701750.00    | 0.07%             | 2038-08-14      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2192000 | PA      | $1925016.96   | 0.20%             | 2055-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                        | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     4624000 | PA      | $4560420.00   | 0.48%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QE2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       98573 | PA      | $94541.10     | 0.01%             | 2050-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      101000 | PA      | $106428.75    | 0.01%             | 2029-01-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| US Foods, Inc.                                                                   | US Foods, Inc.                                                                                                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98504.59     | 0.01%             | 2029-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      340034 | PA      | $275131.48    | 0.03%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2014-C19, Class XF                                     | CUSIP: 61764PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130000 | PA      | $1469.12      | 0.00%             | 2047-12-15      | Variable      | 1.38%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1069000 | PA      | $809931.41    | 0.09%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2017-3, Class B                      | CUSIP: 35563PCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109882 | PA      | $17485.17     | 0.00%             | 2056-07-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Solaris Energy Infrastructure, Inc.                                              | Solaris Energy Infrastructure, Inc., Class A                                                                      | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |        7292 | NS      | $291461.24    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                 | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      359000 | PA      | $366213.45    | 0.04%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      369641 | PA      | $346595.93    | 0.04%             | 2046-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Latam Airlines Group SA                                                          | Latam Airlines Group SA                                                                                           | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      337000 | PA      | $349637.50    | 0.04%             | 2031-01-07      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding LLC                                                            | Taco Bell Funding LLC, Series 2025-1A, Class A2I                                                                  | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      439000 | PA      | $439917.07    | 0.05%             | 2055-08-25      | Fixed         | 4.82%                 | No            | 2                  | On Loan: No      |
| Organon & Co.                                                                    | Organon & Co.                                                                                                     | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $185280.20    | 0.02%             | 2034-05-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7653 | PA      | $7797.90      | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13368 | PA      | $13054.87     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSF48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79814 | PA      | $81893.28     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1017 | PA      | $965.43       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427MKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      276282 | PA      | $283702.50    | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2025-BCAT, Class A                                                           | CUSIP: 12433HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      102536 | PA      | $102632.61    | 0.01%             | 2042-08-15      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11234 | PA      | $11022.57     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2025-NQM2, Class A1                                                                    | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      159206 | PA      | $160652.58    | 0.02%             | 2070-06-25      | Variable      | 5.79%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5835900 | PA      | $5296763.16   | 0.56%             | 2043-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      644400 | PA      | $554602.12    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Escrow Bonds                                                                                    | CUSIP: 939MMIBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $4200.00      | 0.00%             | 2026-07-15      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| SCG Mortgage Trust                                                               | SCG Mortgage Trust, Series 2024-MSP, Class A                                                                      | CUSIP: 78436EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100062.46    | 0.01%             | 2041-04-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      159000 | PA      | $147743.94    | 0.02%             | 2036-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       51621 | PA      | $50022.97     | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-328.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WOM Chile Holdco SpA                                                             | WOM Chile Holdco SpA                                                                                              | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       45242 | PA      | $40491.59     | 0.00%             | 2032-04-01      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      505000 | PA      | $516933.92    | 0.05%             | 2029-04-20      | Variable      | 5.16%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      141000 | PA      | $92640.87     | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H0206A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5712000 | PA      | $4720336.02   | 0.50%             | 2055-10-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      212599 | PA      | $212987.70    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8705000 | PA      | $8945747.66   | 0.94%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Alabama Power Co.                                                                | Alabama Power Co.                                                                                                 | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43604.30     | 0.00%             | 2041-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $121057.27    | 0.01%             | 2029-10-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DQB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      191597 | PA      | $197408.90    | 0.02%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 3620A6DC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3740 | PA      | $3835.06      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Countrywide Asset-Backed Certificates                                            | Countrywide Asset-Backed Certificates, Series 2006-SPS1, Class A                                                  | CUSIP: 12666MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |          47 | PA      | $276.96       | 0.00%             | 2025-12-25      | Floating      | 4.49%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GSPM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227322 | PA      | $234968.68    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      596000 | PA      | $606745.25    | 0.06%             | 2029-01-24      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      361824 | PA      | $335870.13    | 0.04%             | 2036-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KRPY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      228303 | PA      | $231580.51    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Central Parent LLC                                                               | Central Parent LLC                                                                                                | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $88125.61     | 0.01%             | 2029-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98568.00     | 0.01%             | 2057-02-28      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3033445 | PA      | $2467922.76   | 0.26%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                       | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29043.25     | 0.00%             | 2031-04-15      | Fixed         | 13.50%                | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9830 | PA      | $9278.36      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Ardonagh Finco Ltd.                                                              | Ardonagh Finco Ltd.                                                                                               | CUSIP: N/A<br>LEI: 254900D2T84O1K03BA28       | Long             | DBT              | CORP              | JE        |      100000 | PA      | $121352.17    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Bay Area Toll Authority                                                          | Bay Area Toll Authority, Series 2010S-1                                                                           | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      400000 | PA      | $460492.31    | 0.05%             | 2050-04-01      | Fixed         | 7.04%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      101956 | PA      | $97941.21     | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0606A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -12165268 | PA      | $-12427887.79 | -1.31%            | 2055-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EQT Trust                                                                        | EQT Trust, Series 2024-EXTR, Class A                                                                              | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      848000 | PA      | $867386.38    | 0.09%             | 2041-07-05      | Variable      | 5.33%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEQC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      152561 | PA      | $140869.76    | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Greenko Power II Ltd.                                                            | Greenko Power II Ltd.                                                                                             | CUSIP: N/A<br>LEI: 254900YYA4B6O2O4JM12       | Long             | DBT              | CORP              | MU        |      398750 | PA      | $380339.71    | 0.04%             | 2028-12-13      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower LLC                                                                              | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97207.24     | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1839 | PA      | $1786.88      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FTA Consumo Santander                                                            | FTA Consumo Santander, Series 7, Class C                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       78536 | PA      | $92762.82     | 0.01%             | 2038-07-20      | Floating      | 3.67%                 | No            | 2                  | On Loan: No      |
| NYMT Loan Trust                                                                  | NYMT Loan Trust, Series 2024-INV1, Class A1                                                                       | CUSIP: 62956XAA9<br>LEI: 2549009GL7U73W4FX613 | Long             | ABS-MBS          | CORP              | US        |       89615 | PA      | $89967.80     | 0.01%             | 2069-06-25      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1908482 | PA      | $6331.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-128, Class AD                                               | CUSIP: 38381MZA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      225569 | PA      | $225783.98    | 0.02%             | 2056-10-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2672910 | PA      | $11637.97     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       49736 | PA      | $46590.60     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19297 | PA      | $19295.19     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FNA 8 LLC                                                                        | FNA 8 LLC, Series 2025-1, Class A                                                                                 | CUSIP: 30340WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      376203 | PA      | $378914.47    | 0.04%             | 2045-03-15      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1590000 | PA      | $4546.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138X6T70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      169140 | PA      | $167570.74    | 0.02%             | 2043-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      447242 | PA      | $435449.61    | 0.05%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ONNI Commerical Mortgage Trust                                                   | ONNI Commerical Mortgage Trust, Series 2024-APT, Class A                                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102302.79    | 0.01%             | 2039-07-15      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50457 | PA      | $51672.94     | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FFH1, Class M2                                                    | CUSIP: 32027NZN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       97977 | PA      | $89031.54     | 0.01%             | 2036-01-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      180053 | PA      | $181656.91    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Electricite de France SA                                                         | Electricite de France SA                                                                                          | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      200000 | PA      | $246538.67    | 0.03%             | 2032-06-17      | Variable      | 5.62%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2025-H1, Class A1                                                                    | CUSIP: 22758NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      937175 | PA      | $946728.68    | 0.10%             | 2070-02-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Market Bidco Finco plc                                                           | Market Bidco Finco plc                                                                                            | CUSIP: N/A<br>LEI: 549300UGYX6EBVHRVG53       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $115934.91    | 0.01%             | 2031-01-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Lithia Motors, Inc.                                                              | Lithia Motors, Inc.                                                                                               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95513.53     | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BCH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45666 | PA      | $45272.68     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      626000 | PA      | $630349.28    | 0.07%             | 2032-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179W7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      974974 | PA      | $840592.50    | 0.09%             | 2052-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury Ultra Bond                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         176 | NC      | $334526.57    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3636 | PA      | $3569.37      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                                                   | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       84000 | PA      | $85304.69     | 0.01%             | 2027-04-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      245000 | PA      | $235983.37    | 0.02%             | 2030-07-23      | Variable      | 3.19%                 | No            | 2                  | On Loan: No      |
| DP World Ltd.                                                                    | DP World Ltd.                                                                                                     | CUSIP: N/A<br>LEI: 549300M3U2DNF4QVSS04       | Long             | DBT              | CORP              | AE        |      370000 | PA      | $424970.90    | 0.04%             | 2037-07-02      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      131000 | PA      | $135672.71    | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      190576 | PA      | $179705.52    | 0.02%             | 2038-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                                      | Crescent Energy Finance LLC                                                                                       | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      119000 | PA      | $115866.08    | 0.01%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9540 | PA      | $9093.08      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0204A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1086000 | PA      | $997868.65    | 0.11%             | 2040-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2094800 | PA      | $2111820.25   | 0.22%             | 2027-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      660500 | PA      | $620973.20    | 0.07%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings, Inc.                                                          | Quikrete Holdings, Inc.                                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103584.40    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1348000 | PA      | $1280577.04   | 0.14%             | 2033-03-17      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GRLY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45996 | PA      | $47571.29     | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      489000 | PA      | $498518.60    | 0.05%             | 2027-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XBG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      478373 | PA      | $430701.77    | 0.05%             | 2036-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36196 | PA      | $35558.09     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14674 | PA      | $13764.39     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class A                                                | CUSIP: 38237EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      529499 | PA      | $537196.69    | 0.06%             | 2049-02-20      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CWABS, Inc. Asset-Backed Certificates Trust                                      | CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-5, Class A                                               | CUSIP: 1266716J0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       53273 | PA      | $52402.09     | 0.01%             | 2034-10-25      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class E                                                                                | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |      246000 | PA      | $332583.33    | 0.04%             | 2031-08-20      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       98000 | PA      | $84514.64     | 0.01%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XCUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129708 | PA      | $119623.95    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      312719 | PA      | $300172.42    | 0.03%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      124349 | PA      | $115821.58    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM1, Class A1                                                                            | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      183393 | PA      | $185332.26    | 0.02%             | 2069-11-25      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| Edenbrook Mortgage Funding plc                                                   | Edenbrook Mortgage Funding plc, Series 2024-1, Class C                                                            | CUSIP: N/A<br>LEI: 635400URO7UOS6PWLH17       | Long             | ABS-MBS          | CORP              | GB        |       99231 | PA      | $135577.06    | 0.01%             | 2057-03-22      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-GM, Class E                                                                                | CUSIP: 056083AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       50000 | PA      | $47561.05     | 0.01%             | 2039-06-13      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| Newell Brands, Inc.                                                              | Newell Brands, Inc.                                                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99079.46     | 0.01%             | 2030-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1051000 | PA      | $1134554.50   | 0.12%             | 2037-05-13      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2025-1X, Class D                                                                         | CUSIP: N/A<br>LEI: 635400LLQ82YFJBFFU27       | Long             | ABS-MBS          | CORP              | IE        |      215077 | PA      | $290556.51    | 0.03%             | 2035-05-17      | Floating      | 7.99%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5850 | PA      | $5731.24      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1600000 | PA      | $1233750.00   | 0.13%             | 2048-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                        | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |       64000 | PA      | $62064.00     | 0.01%             | 2035-12-10      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       66823 | PA      | $62983.14     | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      241000 | PA      | $168681.37    | 0.02%             | 2052-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      949041 | PA      | $981056.74    | 0.10%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-FLX5, Class 2A2                                                     | CUSIP: 45669WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       65517 | PA      | $60337.45     | 0.01%             | 2037-08-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| Service Corp. International                                                      | Service Corp. International                                                                                       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92656.72     | 0.01%             | 2030-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307M2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10003 | PA      | $9789.07      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Reperforming Loan REMIC Trust                                                    | Reperforming Loan REMIC Trust, Series 2005-R3, Class AF                                                           | CUSIP: 126694JG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1652 | PA      | $1343.47      | 0.00%             | 2035-09-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      343338 | PA      | $349562.49    | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Elstree 1st plc                                                                  | Elstree 1st plc, Series 252-1ST, Class E                                                                          | CUSIP: N/A<br>LEI: 2138008Y99GI8Q29TP62       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $134490.00    | 0.01%             | 2065-10-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88185 | PA      | $84848.29     | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140Q83N3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      612904 | PA      | $606280.62    | 0.06%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                                                        | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | DBT              | CORP              | TR        |      326000 | PA      | $341485.00    | 0.04%             | 2029-03-14      | Variable      | 9.37%                 | No            | 2                  | On Loan: No      |
| 1988 CLO 2 Ltd.                                                                  | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                                                        | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250247.75    | 0.03%             | 2038-04-15      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107040 | PA      | $106328.88    | 0.01%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Unibail-Rodamco-Westfield SE                                                     | Unibail-Rodamco-Westfield SE                                                                                      | CUSIP: N/A<br>LEI: 969500SHQITWXSIS7N89       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119254.97    | 0.01%             | 2031-06-11      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVMC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6407 | PA      | $5727.62      | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MFA Trust                                                                        | MFA Trust, Series 2025-NQM3, Class A1                                                                             | CUSIP: 58004LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890869 | PA      | $893818.65    | 0.09%             | 2070-08-25      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23028 | PA      | $22939.03     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      339000 | PA      | $231915.32    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6447 | PA      | $6316.19      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1271 | PA      | $1242.67      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1485100 | PA      | $1401795.17   | 0.15%             | 2028-03-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Bryant Park CLO Ltd.                                                             | Bryant Park CLO Ltd., Series 2025-27A, Class A1                                                                   | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $261008.28    | 0.03%             | 2038-07-20      | Floating      | 5.53%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7W35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19470 | PA      | $18876.55     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196403.47    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class A                                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $356729.45    | 0.04%             | 2029-11-10      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Celanese US Holdings LLC                                                         | Celanese US Holdings LLC                                                                                          | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100653.88    | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14825 | PA      | $14259.31     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29447 | PA      | $28081.39     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Howard Hughes Corp. (The)                                                        | Howard Hughes Corp. (The)                                                                                         | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       88000 | PA      | $87652.59     | 0.01%             | 2028-08-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                                                        | BPR Trust, Series 2024-PMDW, Class A                                                                              | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $30542.19     | 0.00%             | 2041-11-05      | Variable      | 5.36%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      403784 | PA      | $328169.25    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 7 Ltd.                                         | GoldenTree Loan Management US CLO 7 Ltd., Series 2020-7A, Class ARR                                               | CUSIP: 38138LAW8<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250287.05    | 0.03%             | 2034-04-20      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                            | NextEra Energy Capital Holdings, Inc.                                                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      301000 | PA      | $304273.23    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| CWHEQ Home Equity Loan Trust                                                     | CWHEQ Home Equity Loan Trust, Series 2006-S5, Class A5                                                            | CUSIP: 126683AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         938 | PA      | $1450.85      | 0.00%             | 2035-06-25      | Fixed         | 6.16%                 | No            | 2                  | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A4                                                                              | CUSIP: 09774XBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       26744 | PA      | $1883.00      | 0.00%             | 2030-06-15      | Variable      | 8.29%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury Long Bond                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         142 | NC      | $-51130.38    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Entegris, Inc.                                                                   | Entegris, Inc.                                                                                                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99142.27     | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2971000 | PA      | $2892314.91   | 0.30%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      535556 | PA      | $478006.20    | 0.05%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2020-B21, Class A5                                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43000 | PA      | $37831.19     | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7379 | PA      | $7229.51      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5377 | PA      | $5184.30      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138X54U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12144 | PA      | $11923.53     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| L3Harris Technologies, Inc.                                                      | L3Harris Technologies, Inc.                                                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       58000 | PA      | $60104.27     | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class A                                                           | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133000 | PA      | $132970.94    | 0.01%             | 2042-08-15      | Floating      | 5.80%                 | No            | 2                  | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                                                           | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6998.11      | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Bally's Corp.                                                                    | Bally's Corp., Facility 1st Lien Term Loan B                                                                      | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      470562 | PA      | $456054.43    | 0.05%             | 2028-10-02      | Variable      | 7.84%                 | No            | 2                  | On Loan: No      |
| Maya SAS                                                                         | Maya SAS                                                                                                          | CUSIP: N/A<br>LEI: 9695009PXA7OI9NXN582       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $124710.43    | 0.01%             | 2031-04-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MFF94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      214338 | PA      | $212096.82    | 0.02%             | 2032-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CFMT LLC                                                                         | CFMT LLC, Series 2024-R1, Class A1                                                                                | CUSIP: 12530YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114036 | PA      | $112502.80    | 0.01%             | 2054-10-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GUKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      278937 | PA      | $286529.62    | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      138000 | PA      | $141562.52    | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21265 | PA      | $19540.98     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KR5K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      288904 | PA      | $292760.83    | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OEG Finance plc                                                                  | OEG Finance plc                                                                                                   | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $122709.15    | 0.01%             | 2029-09-27      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| McAfee Corp.                                                                     | McAfee Corp.                                                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92759.14     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                 | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      240000 | PA      | $204246.00    | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      107360 | PA      | $102715.31    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ITG Communications LLC                                                           | ITG Communications LLC, 1st Lien Term Loan                                                                        | CUSIP: 45045PAQ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      236000 | PA      | $232903.68    | 0.02%             | 2031-07-09      | Variable      | 8.95%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2631000 | PA      | $2717494.28   | 0.29%             | 2035-07-22      | Variable      | 5.29%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80678 | PA      | $73297.62     | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101462.04    | 0.01%             | 2031-11-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Rocket Mortgage LLC                                                              | Rocket Mortgage LLC                                                                                               | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97952.91     | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     1006000 | PA      | $1029144.25   | 0.11%             | 2029-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE5, Class M4                                               | CUSIP: 61744CUV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96385 | PA      | $80249.42     | 0.01%             | 2035-09-25      | Floating      | 5.14%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-Buxl                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          -4 | NC      | $-5836.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3102 | PA      | $3047.93      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2021-230P, Class B                                                         | CUSIP: 61772WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20000 | PA      | $18500.00     | 0.00%             | 2038-12-15      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WBCD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8967 | PA      | $8870.69      | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CSFB Mortgage-Backed Pass-Through Certificates                                   | CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-10, Class 10A1                                        | CUSIP: 225470FK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41240 | PA      | $8379.25      | 0.00%             | 2035-11-25      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Impac Secured Assets Trust                                                       | Impac Secured Assets Trust, Series 2006-3, Class A1                                                               | CUSIP: 45255RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40214 | PA      | $36751.12     | 0.00%             | 2036-11-25      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-Bobl                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -12 | NC      | $-2068.70     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10712.57    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco plc                                                           | CD&R Firefly Bidco plc                                                                                            | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $141299.58    | 0.01%             | 2029-04-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3855488 | PA      | $3250237.03   | 0.34%             | 2041-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6236 | PA      | $6113.60      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2025-5, Class A1                                                               | CUSIP: 92540XAA9<br>LEI: 213800Z7TIVJRAYLRV98 | Long             | ABS-MBS          | CORP              | US        |      428344 | PA      | $431574.43    | 0.05%             | 2070-06-25      | Variable      | 5.43%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       46000 | PA      | $46550.35     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| TAV Havalimanlari Holding A/S                                                    | TAV Havalimanlari Holding A/S                                                                                     | CUSIP: N/A<br>LEI: 789000PBM9TT5D88M597       | Long             | DBT              | CORP              | TR        |      317000 | PA      | $331661.25    | 0.03%             | 2028-12-07      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                                          | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                                                                 | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $351255.80    | 0.04%             | 2038-01-22      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Bank                                                           | Washington Mutual Escrow Bonds                                                                                    | CUSIP: 939MMIBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $0.03         | 0.00%             | 2026-07-15      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      600964 | PA      | $602147.76    | 0.06%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Regatta XVIII Funding Ltd.                                                       | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                                             | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      509000 | PA      | $509297.21    | 0.05%             | 2038-04-15      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| BBAM US CLO I Ltd.                                                               | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                                      | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250248.50    | 0.03%             | 2038-03-30      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XTDK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      731882 | PA      | $618362.75    | 0.07%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      172424 | PA      | $141345.33    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1064 | PA      | $1069.96      | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      248781 | PA      | $203030.18    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0324A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55000 | PA      | $53279.86     | 0.01%             | 2040-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417F4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21627 | PA      | $19871.52     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     2392000 | PA      | $2458523.58   | 0.26%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRER0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      722275 | PA      | $744744.06    | 0.08%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      448668 | PA      | $386340.40    | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      243351 | PA      | $199295.53    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      485000 | PA      | $485262.18    | 0.05%             | 2031-09-11      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         835 | PA      | $827.25       | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1102000 | PA      | $1126069.00   | 0.12%             | 2028-04-22      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      447000 | PA      | $342634.93    | 0.04%             | 2046-09-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      109076 | PA      | $111053.55    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| State of Illinois                                                                | State of Illinois, Series 2003                                                                                    | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      885637 | PA      | $896393.26    | 0.09%             | 2033-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Secucor Finance DAC                                                              | Secucor Finance DAC, Series 2025-1, Class F                                                                       | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $117405.00    | 0.01%             | 2036-09-20      | Floating      | 8.10%                 | No            | 2                  | On Loan: No      |
| Toucan FinCo. Ltd.                                                               | Toucan FinCo. Ltd.                                                                                                | CUSIP: 89157UAA5<br>LEI: 213800YZMUOEIR42JY77 | Long             | DBT              | CORP              | US        |      181000 | PA      | $177306.70    | 0.02%             | 2030-05-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                               | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       93000 | PA      | $89759.13     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      566349 | PA      | $563254.21    | 0.06%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      122235 | PA      | $100269.88    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GreenPoint Mortgage Funding Trust                                                | GreenPoint Mortgage Funding Trust, Series 2006-AR2, Class 4A1                                                     | CUSIP: 39538WGJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11072 | PA      | $10056.59     | 0.00%             | 2036-03-25      | Floating      | 6.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FB47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5917 | PA      | $6092.02      | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      710000 | PA      | $733140.67    | 0.08%             | 2031-04-17      | Variable      | 5.19%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                          | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1234000 | PA      | $739660.66    | 0.08%             | 2050-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M84A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33470 | PA      | $34744.51     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2024-H7, Class A1                                                                    | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      339465 | PA      | $342035.27    | 0.04%             | 2069-11-25      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5481.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179SLS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      433133 | PA      | $402883.16    | 0.04%             | 2046-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | United Wholesale Mortgage LLC                                                                                     | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98625.39     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1780 | PA      | $1786.16      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15926 | PA      | $15864.14     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2016-C4, Class XB                                                         | CUSIP: 12531YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $300.66       | 0.00%             | 2058-05-10      | Variable      | 0.87%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       46000 | PA      | $37053.26     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36180DVA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13099 | PA      | $12245.74     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44009 | PA      | $41833.40     | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138XHBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7989 | PA      | $7940.59      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0424A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1670000 | PA      | $1667797.19   | 0.18%             | 2040-10-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13961.90     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CSTL Commercial Mortgage Trust                                                   | CSTL Commercial Mortgage Trust, Series 2024-GATE, Class A                                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      370000 | PA      | $371575.50    | 0.04%             | 2041-11-10      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14576 | PA      | $14342.67     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |        7011 | PA      | $967.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2025-VIS1, Class M1                                                            | CUSIP: 46659BAF9<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $253061.00    | 0.03%             | 2055-08-25      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2716 | PA      | $2663.09      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-AA, Class A1B                                                              | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      306328 | PA      | $305118.78    | 0.03%             | 2057-03-15      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87758 | PA      | $71628.92     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1409403 | PA      | $1166973.14   | 0.12%             | 2050-08-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| IHS Holding Ltd.                                                                 | IHS Holding Ltd.                                                                                                  | CUSIP: N/A<br>LEI: 213800CLGMKL63VKTD94       | Long             | DBT              | CORP              | KY        |      329000 | PA      | $346683.75    | 0.04%             | 2031-11-29      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      468000 | PA      | $486274.78    | 0.05%             | 2031-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     1712000 | PA      | $-9543.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Air Canada Pass-Through Trust                                                    | Air Canada Pass-Through Trust, Series 2017-1, Class B                                                             | CUSIP: 00908PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |         315 | PA      | $312.95       | 0.00%             | 2026-01-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SCG Commercial Mortgage Trust                                                    | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class E                                                          | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28000 | PA      | $28017.50     | 0.00%             | 2042-08-15      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      108000 | PA      | $95816.25     | 0.01%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      490000 | PA      | $484410.08    | 0.05%             | 2031-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Japan                                                                            | Japan Government Bond                                                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   349850000 | PA      | $2017057.89   | 0.21%             | 2054-12-20      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class E                                                         | CUSIP: 08861RAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      104000 | PA      | $104156.59    | 0.01%             | 2041-11-15      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-130, Class AL                                               | CUSIP: 38381MXF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      142713 | PA      | $141403.61    | 0.01%             | 2056-08-16      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CFK Trust                                                                        | CFK Trust, Series 2019-FAX, Class D                                                                               | CUSIP: 12528XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126000 | PA      | $117944.37    | 0.01%             | 2039-01-15      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                              | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36000 | PA      | $36308.77     | 0.00%             | 2033-08-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20410.71    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      405815 | PA      | $388151.42    | 0.04%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      786900 | PA      | $792740.28    | 0.08%             | 2039-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Yum! Brands, Inc.                                                                | Yum! Brands, Inc.                                                                                                 | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93374.21     | 0.01%             | 2031-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                         | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       72000 | PA      | $73131.12     | 0.01%             | 2030-09-18      | Variable      | 7.88%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-3A, Class A1                                                          | CUSIP: 07324NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5157 | PA      | $4957.77      | 0.00%             | 2036-10-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                                      | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class A                                            | CUSIP: 64090EAA4<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250657.18    | 0.03%             | 2039-07-20      | Floating      | 5.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66697 | PA      | $67565.20     | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36176DHP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9517 | PA      | $9192.03      | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      939139 | PA      | $769850.90    | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2025-31A, Class A                                                                        | CUSIP: 67400BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250421.20    | 0.03%             | 2038-07-15      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| LBM Acquisition LLC                                                              | LBM Acquisition LLC                                                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |       23000 | PA      | $21289.37     | 0.00%             | 2029-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Home Equity Asset Trust                                                          | Home Equity Asset Trust, Series 2007-1, Class 2A3                                                                 | CUSIP: 43710LAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       59400 | PA      | $49669.37     | 0.01%             | 2037-05-25      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      749000 | PA      | $773179.94    | 0.08%             | 2031-01-28      | Variable      | 5.21%                 | No            | 2                  | On Loan: No      |
| Santander Mortgage Asset Receivable Trust                                        | Santander Mortgage Asset Receivable Trust, Series 2025-NQM2, Class A1                                             | CUSIP: 802638AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      130913 | PA      | $132198.82    | 0.01%             | 2065-02-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd.                                                            | OHA Loan Funding Ltd., Series 2013-2A, Class AR                                                                   | CUSIP: 67104LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       55858 | PA      | $55899.66     | 0.01%             | 2031-05-23      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132M8NA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      302038 | PA      | $284421.55    | 0.03%             | 2044-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1912 | PA      | $2014.45      | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1290000 | PA      | $-3291.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      196654 | PA      | $152246.96    | 0.02%             | 2050-08-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Teleflex, Inc.                                                                   | Teleflex, Inc.                                                                                                    | CUSIP: 879369AF3<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99081.86     | 0.01%             | 2027-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                        | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class B                                                    | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      176000 | PA      | $206843.78    | 0.02%             | 2037-06-22      | Floating      | 4.17%                 | No            | 2                  | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E                                                         | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137000 | PA      | $132718.75    | 0.01%             | 2034-09-15      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2794 | PA      | $2683.52      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427N2N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       89487 | PA      | $72792.94     | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Capital Four US CLO II Ltd.                                                      | Capital Four US CLO II Ltd., Series 2022-1A, Class AR                                                             | CUSIP: 14016CAN6<br>LEI: 2138009KMDCX6G3MTA10 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250717.88    | 0.03%             | 2037-01-20      | Floating      | 6.23%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40220.79     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                            | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      579000 | PA      | $519089.02    | 0.05%             | 2030-10-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QUYU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      247122 | PA      | $256113.18    | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-126, Class AD                                               | CUSIP: 38381PXY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      194722 | PA      | $193763.06    | 0.02%             | 2065-05-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QUJC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      284602 | PA      | $294243.06    | 0.03%             | 2054-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| City of San Antonio Electric & Gas Systems                                       | City of San Antonio Electric & Gas Systems, Series 2010A                                                          | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |      215000 | PA      | $219624.77    | 0.02%             | 2041-02-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31412QM89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25999 | PA      | $26925.45     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Amentum Holdings, Inc.                                                           | Amentum Holdings, Inc.                                                                                            | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |        2876 | NS      | $68880.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      265000 | PA      | $267919.30    | 0.03%             | 2035-08-06      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Grifols SA                                                                       | Grifols SA                                                                                                        | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |      100000 | PA      | $123708.20    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-88, Class AT                                                | CUSIP: 38381MRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      220152 | PA      | $219812.61    | 0.02%             | 2058-06-16      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FS Rialto Issuer LLC                                                             | FS Rialto Issuer LLC, Series 2024-FL9, Class A                                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      209000 | PA      | $210108.39    | 0.02%             | 2039-10-19      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class M1                                                   | CUSIP: 64832DAF8<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102194.96    | 0.01%             | 2065-01-25      | Variable      | 6.47%                 | No            | 2                  | On Loan: No      |
| Generate CLO 13 Ltd.                                                             | Generate CLO 13 Ltd., Series 2023-13A, Class A1                                                                   | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250572.13    | 0.03%             | 2037-01-20      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| Forestar Group, Inc.                                                             | Forestar Group, Inc.                                                                                              | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       89000 | PA      | $88167.07     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp.                                                            | Reworld Holding Corp.                                                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |       94000 | PA      | $88403.96     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       91792 | PA      | $79275.84     | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Pioneer Natural Resources Co.                                                    | Pioneer Natural Resources Co.                                                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |      101000 | PA      | $90809.38     | 0.01%             | 2031-01-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      250037 | PA      | $251797.92    | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-CC, Class E                                                                                | CUSIP: 05607CAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $88831.31     | 0.01%             | 2037-08-13      | Variable      | 3.67%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                           | Merrill Lynch Mortgage Investors Trust, Series 2006-RM3, Class A2B                                                | CUSIP: 590217AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23569 | PA      | $4958.56      | 0.00%             | 2037-06-25      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307QVQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         892 | PA      | $881.35       | 0.00%             | 2031-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SBA Communications Corp.                                                         | SBA Communications Corp.                                                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98492.57     | 0.01%             | 2027-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      108000 | PA      | $90423.90     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375172 | PA      | $306954.29    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bayer AG                                                                         | Bayer AG                                                                                                          | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $120638.99    | 0.01%             | 2082-03-25      | Variable      | 5.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1176000 | PA      | $954075.93    | 0.10%             | 2042-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      581000 | PA      | $612388.38    | 0.06%             | 2036-04-22      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQKR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      208232 | PA      | $208708.82    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2647000 | PA      | $2640072.30   | 0.28%             | 2034-02-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      638501 | PA      | $639962.68    | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BJW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32990 | PA      | $30407.31     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1124830188 | PA      | $24194.04     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      844181 | PA      | $688039.56    | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      121569 | PA      | $103076.71    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fibercop SpA                                                                     | Fibercop SpA                                                                                                      | CUSIP: N/A<br>LEI: 8156007022402E114A31       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119252.84    | 0.01%             | 2030-06-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD/JPY Up-and-in barrier option; Barrier price USD 155.00000                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |     9381000 | PA      | $2843.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Melco Resorts Finance Ltd.                                                       | Melco Resorts Finance Ltd.                                                                                        | CUSIP: N/A<br>LEI: 5493000FQDBWKDBZEF60       | Long             | DBT              | CORP              | KY        |      400000 | PA      | $399800.00    | 0.04%             | 2028-07-21      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KRCJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      431813 | PA      | $444796.68    | 0.05%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179SGL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      137975 | PA      | $127529.42    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Five Point Operating Co. LP                                                      | Five Point Operating Co. LP                                                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15221.57     | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       89000 | PA      | $91825.11     | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      102290 | PA      | $99217.97     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3165 | PA      | $3120.34      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust, Series 2025-1A, Class A                                                                      | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      654000 | PA      | $659234.62    | 0.07%             | 2033-02-15      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      291573 | PA      | $278421.47    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGS24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35076 | PA      | $33751.42     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DQF35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      168422 | PA      | $173584.10    | 0.02%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31416VGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15920 | PA      | $16500.42     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104974.29    | 0.01%             | 2055-03-10      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      450000 | PA      | $442670.32    | 0.05%             | 2035-02-15      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Cirkul, Inc.                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         534 | NS      | $272.34       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2445200 | PA      | $1573142.36   | 0.17%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                     | Ecopetrol SA                                                                                                      | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |      328000 | PA      | $338988.00    | 0.04%             | 2032-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      512178 | PA      | $439876.60    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1254.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       96000 | PA      | $93961.90     | 0.01%             | 2028-01-21      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class F                                 | CUSIP: 46593KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      261000 | PA      | $261877.12    | 0.03%             | 2039-11-09      | Variable      | 8.49%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1600000 | PA      | $937375.01    | 0.10%             | 2051-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR5, Class 2A1                                        | CUSIP: 86360JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       27749 | PA      | $19651.51     | 0.00%             | 2046-05-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class A                                                          | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $104814.80    | 0.01%             | 2042-10-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132Y4AU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      394886 | PA      | $391760.22    | 0.04%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427MYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      174946 | PA      | $177283.97    | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Loxam SAS                                                                        | Loxam SAS                                                                                                         | CUSIP: N/A<br>LEI: 969500BNA2YRNE1R5K91       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $117451.80    | 0.01%             | 2031-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                             | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      641000 | PA      | $430111.00    | 0.05%             | 2051-03-12      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2024-A, Class A1B                                                        | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      172182 | PA      | $174058.75    | 0.02%             | 2056-03-15      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-B, Class B                                                           | CUSIP: 76042GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      164000 | PA      | $167365.54    | 0.02%             | 2037-11-20      | Fixed         | 5.86%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                     | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      108000 | PA      | $103480.86    | 0.01%             | 2029-06-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      409326 | PA      | $336165.61    | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      202528 | PA      | $188870.38    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MGM China Holdings Ltd.                                                          | MGM China Holdings Ltd.                                                                                           | CUSIP: N/A<br>LEI: 529900VZFN87OS7WJM66       | Long             | DBT              | CORP              | KY        |      700000 | PA      | $738500.00    | 0.08%             | 2031-06-26      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179MG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11631 | PA      | $11888.76     | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                             | Clear Channel Outdoor Holdings, Inc.                                                                              | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105002.60    | 0.01%             | 2030-04-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | Municipal Electric Authority of Georgia, Series 2010-A                                                            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |       52000 | PA      | $56792.04     | 0.01%             | 2057-04-01      | Fixed         | 6.64%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      176810 | PA      | $166870.22    | 0.02%             | 2046-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust, Series 2025-ST6, Class A                                                          | CUSIP: 91533QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      143000 | PA      | $143127.87    | 0.02%             | 2032-10-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                               | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       14300 | NS      | $92730.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         401 | PA      | $387.90       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2002-B, Class M1                                                         | CUSIP: 67087TDS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55245 | PA      | $55954.94     | 0.01%             | 2032-06-15      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2627337302 | PA      | $-8860.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      160639 | PA      | $164714.60    | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Warner Bros Discovery, Inc.                                                      | Warner Bros Discovery, Inc.                                                                                       | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |        7733 | NS      | $151025.49    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Wintershall Dea Finance 2 BV                                                     | Wintershall Dea Finance 2 BV                                                                                      | CUSIP: N/A<br>LEI: 529900DV88FUQZSVVL48       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $122688.22    | 0.01%             | 2030-05-08      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Trimaran CAVU Ltd.                                                               | Trimaran CAVU Ltd., Series 2024-1A, Class A                                                                       | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      460000 | PA      | $461429.31    | 0.05%             | 2038-01-25      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YD4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1901 | PA      | $1833.68      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      383000 | PA      | $274174.51    | 0.03%             | 2051-03-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                        | CUSIP: N/A<br>LEI: 213800MRR46ECNGZ7L69       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $120352.89    | 0.01%             | 2032-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                              | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      358300 | PA      | $362070.32    | 0.04%             | 2029-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class M3                                                   | CUSIP: 92261AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       98516 | PA      | $98646.59     | 0.01%             | 2054-10-25      | Variable      | 6.76%                 | No            | 2                  | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2024-NQM5, Class A1                                                                    | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      109763 | PA      | $110474.75    | 0.01%             | 2069-11-25      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      168204 | PA      | $161214.05    | 0.02%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       92771 | PA      | $88757.18     | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NBEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53000 | PA      | $53885.96     | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $131941.91    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                   | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       83000 | PA      | $87135.06     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners 48 LP                                                     | Golub Capital Partners 48 LP, Series 2020-48A, Class A1R                                                          | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250828.28    | 0.03%             | 2038-04-17      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Pfizer, Inc.                                                                     | Pfizer, Inc.                                                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      312000 | PA      | $196788.24    | 0.02%             | 2050-05-28      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133C1TT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33699 | PA      | $34116.02     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2870000 | PA      | $2830236.44   | 0.30%             | 2030-07-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      621938 | PA      | $579739.41    | 0.06%             | 2043-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| APS Resecuritization Trust                                                       | APS Resecuritization Trust, Series 2016-1, Class 1MZ                                                              | CUSIP: 00192JAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275547 | PA      | $104438.39    | 0.01%             | 2057-07-31      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      879000 | PA      | $801572.46    | 0.08%             | 2030-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Boots Group Finco LP                                                             | Boots Group Finco LP                                                                                              | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | DBT              | CORP              | US        |      100000 | PA      | $137008.03    | 0.01%             | 2032-08-31      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6654000 | PA      | $6703520.93   | 0.71%             | 2055-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5513, Class FD                                       | CUSIP: 3137HKE75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2453157 | PA      | $2468493.26   | 0.26%             | 2055-01-25      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust, Series 2007-H1, Class A1B                                                                            | CUSIP: 36245YAW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       17874 | PA      | $8755.90      | 0.00%             | 2047-01-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      643067 | PA      | $597301.10    | 0.06%             | 2046-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1060463 | PA      | $2666.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      445128 | PA      | $398198.20    | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Commercial Mortgage Trust                                                        | Commercial Mortgage Trust, Series 2024-CBM, Class A2                                                              | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $162986.96    | 0.02%             | 2041-12-10      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1670000 | PA      | $1063516.02   | 0.11%             | 2040-05-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |        6200 | PA      | $1070343.84   | 0.11%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MENS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9189 | PA      | $9034.61      | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Vnom Sub, Inc.                                                                   | Vnom Sub, Inc.                                                                                                    | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     2319000 | PA      | $2319405.83   | 0.24%             | 2027-11-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16618 | PA      | $15268.25     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      458399 | PA      | $466709.96    | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      919000 | PA      | $917107.58    | 0.10%             | 2028-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                               | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      994000 | PA      | $1002570.29   | 0.11%             | 2029-07-29      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25124.03    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Pachelbel Bidco SpA                                                              | Pachelbel Bidco SpA                                                                                               | CUSIP: N/A<br>LEI: 8156005DA07CDD50CC46       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $126494.47    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68921 | PA      | $57443.43     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      482000 | PA      | $425699.58    | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6367 | PA      | $6267.14      | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1603000 | PA      | $10858.14     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4118 | PA      | $3820.71      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      519823 | PA      | $426175.10    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class XB                                                       | CUSIP: 12595JAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1430000 | PA      | $7569.99      | 0.00%             | 2050-11-15      | Variable      | 0.32%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XVIII Ltd.                                                      | Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R                                                           | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250610.28    | 0.03%             | 2038-10-17      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      338000 | PA      | $361185.82    | 0.04%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| State of Israel                                                                  | State of Israel Government Bond                                                                                   | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      435000 | PA      | $411744.90    | 0.04%             | 2054-03-12      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XPZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      274015 | PA      | $272062.34    | 0.03%             | 2053-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0526A5<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -30853769 | PA      | $-31107941.42 | -3.28%            | 2055-10-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1166625 | PA      | $2394.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-TAIL, Class E                                                                               | CUSIP: 123912AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66000 | PA      | $65972.43     | 0.01%             | 2035-06-15      | Floating      | 7.45%                 | No            | 2                  | On Loan: No      |
| NOVA Chemicals Corp.                                                             | NOVA Chemicals Corp.                                                                                              | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $107214.50    | 0.01%             | 2030-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Usavflow II Ltd.                                                                 | Usavflow II Ltd., 1st Lien Term Loan B                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       93000 | PA      | $93585.90     | 0.01%             | 2031-06-30      | Variable      | 10.84%                | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138XDTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      179336 | PA      | $174251.72    | 0.02%             | 2044-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ROCK Trust                                                                       | ROCK Trust, Series 2024-CNTR, Class E                                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      213000 | PA      | $222924.82    | 0.02%             | 2041-11-13      | Fixed         | 8.82%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      150000 | PA      | $156870.18    | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Telecom Italia Capital SA                                                        | Telecom Italia Capital SA                                                                                         | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |       57000 | PA      | $63144.15     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2532000 | PA      | $2557715.63   | 0.27%             | 2027-10-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Sagard-Halseypoint CLO 8 Ltd.                                                    | Sagard-Halseypoint CLO 8 Ltd., Series 2024-8A, Class A1                                                           | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251052.15    | 0.03%             | 2038-01-30      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust, Series 2006-HE4, Class M1                                                                            | CUSIP: 362439AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $173380.94    | 0.02%             | 2036-06-25      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM1, Class M1                                        | CUSIP: 617932AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      439867 | PA      | $445114.61    | 0.05%             | 2069-11-25      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      559000 | PA      | $582782.21    | 0.06%             | 2036-05-09      | Variable      | 5.46%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      319402 | PA      | $258719.28    | 0.03%             | 2052-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2005-RP2, Class 1AF                                                             | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28127 | PA      | $26453.14     | 0.00%             | 2035-03-25      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      609049 | PA      | $602717.68    | 0.06%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J57D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      190276 | PA      | $185198.48    | 0.02%             | 2032-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2025-H1, Class M1                                                                    | CUSIP: 22758NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      173000 | PA      | $175005.76    | 0.02%             | 2070-02-25      | Variable      | 6.48%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DPJ25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      171082 | PA      | $171473.38    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Novelis Corp.                                                                    | Novelis Corp.                                                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96366.50     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      794000 | PA      | $546.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class A4                                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       61731 | PA      | $62456.76     | 0.01%             | 2059-10-27      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179MAY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28352 | PA      | $27441.06     | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      148000 | PA      | $91800.47     | 0.01%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2180 | PA      | $2094.05      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YJF68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1430 | PA      | $1422.34      | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp. Home Equity Loan Trust, Series 2007-HE4, Class A2A                                           | CUSIP: 00442LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81676 | PA      | $12771.39     | 0.00%             | 2037-05-25      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0406A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -4760000 | PA      | $-4485645.31  | -0.47%            | 2055-10-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KSL Trust 2025-MAK                                                               | KSL Trust                                                                                                         | CUSIP: 50116JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18000 | PA      | $18064.49     | 0.00%             | 2030-06-15      | Floating      | 8.24%                 | No            | 2                  | On Loan: No      |
| AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                     | AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust                                                      | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      910000 | PA      | $919214.39    | 0.10%             | 2044-12-15      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| Targa Resources Partners LP                                                      | Targa Resources Partners LP                                                                                       | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      566000 | PA      | $567653.14    | 0.06%             | 2031-02-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                                                         | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101879.40    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      807681 | PA      | $752026.67    | 0.08%             | 2046-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| C-BASS Trust                                                                     | C-BASS Trust, Series 2006-CB7, Class A4                                                                           | CUSIP: 12479DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       31273 | PA      | $21651.71     | 0.00%             | 2036-10-25      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| CD Mortgage Trust                                                                | CD Mortgage Trust, Series 2017-CD3, Class A4                                                                      | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       30000 | PA      | $29121.29     | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Herc Holdings, Inc.                                                              | Herc Holdings, Inc.                                                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104390.20    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $93783.06     | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       87261 | PA      | $75416.71     | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      232000 | PA      | $202813.29    | 0.02%             | 2030-09-18      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| RCKT Mortgage Trust                                                              | RCKT Mortgage Trust, Series 2024-CES8, Class A1A                                                                  | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       94719 | PA      | $95505.27     | 0.01%             | 2044-11-25      | Variable      | 5.49%                 | No            | 2                  | On Loan: No      |
| Origen Manufactured Housing Contract Trust                                       | Origen Manufactured Housing Contract Trust, Series 2007-B, Class A1                                               | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |        3960 | PA      | $3942.30      | 0.00%             | 2037-10-15      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      389000 | PA      | $276589.10    | 0.03%             | 2060-06-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Stream Innovations Issuer Trust                                                  | Stream Innovations Issuer Trust, Series 2025-1A, Class A                                                          | CUSIP: 86324XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      180516 | PA      | $182194.19    | 0.02%             | 2045-09-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| AGL CLO 42 Ltd.                                                                  | AGL CLO 42 Ltd., Series 2025-42A, Class A1                                                                        | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250443.03    | 0.03%             | 2038-07-22      | Floating      | 5.57%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                          | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      100000 | PA      | $84998.26     | 0.01%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $95672.15     | 0.01%             | 2028-09-12      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                    | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      670000 | PA      | $648847.77    | 0.07%             | 2030-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                                   | Lehman Brothers Holdings, Inc., Capital Trust VII                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JP        |      185000 | PA      | $0.02         | 0.00%             | 2056-11-30      | Fixed         | 5.88%                 | No            | 3                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2024-NQM3, Class B1                                                   | CUSIP: 647910AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $174978.45    | 0.02%             | 2064-11-25      | Variable      | 7.14%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      136659 | PA      | $123291.05    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      879000 | PA      | $918971.86    | 0.10%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Secucor Finance DAC                                                              | Secucor Finance DAC, Series 2025-1, Class D                                                                       | CUSIP: N/A<br>LEI: 2138001E8BAK3OXZGG87       | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $117446.09    | 0.01%             | 2036-09-20      | Floating      | 5.30%                 | No            | 2                  | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       88000 | PA      | $89520.92     | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      327000 | PA      | $297293.25    | 0.03%             | 2033-01-21      | Variable      | 2.94%                 | No            | 2                  | On Loan: No      |
| Mila BV                                                                          | Mila BV, Series 2025-1, Class E                                                                                   | CUSIP: N/A<br>LEI: 72450098VTA940FX5997       | Long             | ABS-O            | CORP              | NL        |      100000 | PA      | $117405.00    | 0.01%             | 2042-10-12      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      126000 | PA      | $129652.46    | 0.01%             | 2029-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                           | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      212000 | PA      | $206859.00    | 0.02%             | 2032-07-08      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3868 | PA      | $3747.99      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2017-TIME, Class A                                                                             | CUSIP: 12652XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $94446.75     | 0.01%             | 2039-11-13      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGR43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99563 | PA      | $80585.77     | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132L5FG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       99263 | PA      | $91355.57     | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SoFi Consumer Loan Program Trust                                                 | SoFi Consumer Loan Program Trust, Series 2025-1, Class B                                                          | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101131.80    | 0.01%             | 2034-02-27      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                         | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class A                                               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      524868 | PA      | $525032.02    | 0.06%             | 2039-12-15      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC                                                      | Allied Universal Holdco LLC                                                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104849.57    | 0.01%             | 2031-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      359000 | PA      | $373995.23    | 0.04%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      273695 | PA      | $-1750.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140JARS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      183857 | PA      | $183393.07    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       34397 | PA      | $33221.62     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2025-6, Class A1                                                               | CUSIP: 92540YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      985910 | PA      | $993529.68    | 0.10%             | 2070-07-25      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| AP Grange Holdings LLC                                                           | AP Grange Holdings LLC                                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |      560000 | PA      | $580328.00    | 0.06%             | 2045-03-20      | Fixed         | 6.50%                 | Yes           | 3                  | On Loan: No      |
| Jane Street Group                                                                | Jane Street Group                                                                                                 | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104889.23    | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM1, Class M1A                                                                           | CUSIP: 74391EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101505.90    | 0.01%             | 2069-11-25      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WTV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4975 | PA      | $4902.47      | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                           | Mauser Packaging Solutions Holding Co.                                                                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200457.60    | 0.02%             | 2027-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32840 | PA      | $30237.70     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SCG Commercial Mortgage Trust                                                    | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class A                                                          | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174000 | PA      | $174163.13    | 0.02%             | 2042-08-15      | Floating      | 5.40%                 | No            | 2                  | On Loan: No      |
| Carbone CLO Ltd.                                                                 | Carbone CLO Ltd., Series 2017-1A, Class A1                                                                        | CUSIP: 141312AA6<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |      201815 | PA      | $202137.94    | 0.02%             | 2031-01-20      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   146238614 | PA      | $16550.61     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      254000 | PA      | $201175.80    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      229084 | PA      | $204427.53    | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| American Municipal Power, Inc.                                                   | American Municipal Power, Inc., Series 2010A                                                                      | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      135000 | PA      | $173216.46    | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            | 2                  | On Loan: No      |
| Dryden 40 Senior Loan Fund                                                       | Dryden 40 Senior Loan Fund, Series 2015-40A, Class AR2                                                            | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |      691399 | PA      | $691746.54    | 0.07%             | 2031-08-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3663 | PA      | $3456.66      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 7 Ltd.                                                          | Silver Point CLO 7 Ltd., Series 2024-7A, Class A1                                                                 | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250849.40    | 0.03%             | 2038-01-15      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| OBX Trust                                                                        | OBX Trust, Series 2025-NQM3, Class A1                                                                             | CUSIP: 67448YAC8<br>LEI: 254900MBGY6CR10DAX67 | Long             | ABS-MBS          | CORP              | US        |      220801 | PA      | $223061.50    | 0.02%             | 2064-12-01      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                           | Cleveland-Cliffs, Inc.                                                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102087.00    | 0.01%             | 2033-05-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Samarco Mineracao SA                                                             | Samarco Mineracao SA                                                                                              | CUSIP: N/A<br>LEI: 529900U8HKV15GJC4O60       | Long             | DBT              | CORP              | BR        |      452373 | PA      | $454634.87    | 0.05%             | 2031-06-30      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates                                      | Credit Suisse Mortgage Capital Certificates, Series 2009-12R, Class 3A1                                           | CUSIP: 12642MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280963 | PA      | $104187.77    | 0.01%             | 2037-10-27      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6456 | PA      | $6258.08      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     5665000 | PA      | $3411.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Gaea Mortgage Loan Trust                                                         | Gaea Mortgage Loan Trust, Series 2025-A, Class A                                                                  | CUSIP: 362928AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       86060 | PA      | $83869.63     | 0.01%             | 2030-02-25      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       68000 | PA      | $63672.97     | 0.01%             | 2028-11-30      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | Compass Datacenters Issuer III LLC, Series 2025-3A, Class A2                                                      | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189000 | PA      | $191116.46    | 0.02%             | 2050-07-25      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4228000 | PA      | $4192161.10   | 0.44%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-83, Class PI                                                | CUSIP: 38382QQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1185205 | PA      | $207019.00    | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Shift4 Payments LLC                                                              | Shift4 Payments LLC                                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      100000 | PA      | $122248.36    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FS Trust                                                                         | FS Trust, Series 2024-HULA, Class A                                                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      573000 | PA      | $573895.31    | 0.06%             | 2039-08-15      | Floating      | 5.96%                 | No            | 2                  | On Loan: No      |
| GCAT Trust                                                                       | GCAT Trust, Series 2025-NQM4, Class A1                                                                            | CUSIP: 367923AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      456739 | PA      | $460691.60    | 0.05%             | 2070-06-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       31014 | PA      | $28071.64     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| California Buyer Ltd.                                                            | California Buyer Ltd.                                                                                             | CUSIP: N/A<br>LEI: 254900V5SMQ1UP1CLC26       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $122183.45    | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co. of Canada or Bell Canada                                      | Bell Telephone Co. of Canada or Bell Canada                                                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $103743.00    | 0.01%             | 2055-09-15      | Variable      | 6.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2810000 | PA      | $2103987.50   | 0.22%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                               | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      876000 | PA      | $934774.71    | 0.10%             | 2033-02-02      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EMR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1152175 | PA      | $1123898.93   | 0.12%             | 2053-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class XA                                             | CUSIP: 46643ABG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       67200 | PA      | $0.58         | 0.00%             | 2047-09-15      | Variable      | 0.49%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       96224 | PA      | $94559.50     | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Viasat, Inc.                                                                     | Viasat, Inc.                                                                                                      | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99597.15     | 0.01%             | 2027-04-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     3706000 | PA      | $4088181.84   | 0.43%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XVII Ltd.                                            | Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A1R2                                                 | CUSIP: 67590GBG3<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |        2340 | PA      | $2340.32      | 0.00%             | 2031-01-25      | Floating      | 5.58%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                            | Dominion Energy, Inc., Series B                                                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      394000 | PA      | $427209.08    | 0.05%             | 2054-06-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Chobani LLC                                                                      | Chobani LLC                                                                                                       | CUSIP: 17027NAC6<br>LEI: 549300ISVDMZ91KNTR38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104274.70    | 0.01%             | 2029-07-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45275 | PA      | $46949.61     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QDSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106778 | PA      | $99619.91     | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                 | CUSIP: N/A<br>LEI: 5493000GJYE7GAQCUC61       | Long             | DBT              | CORP              | US        |      100000 | PA      | $122657.02    | 0.01%             | 2030-12-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GEO Group, Inc. (The)                                                            | GEO Group, Inc. (The)                                                                                             | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105873.00    | 0.01%             | 2029-04-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95848 | PA      | $88621.14     | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp.                                                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      469000 | PA      | $435135.88    | 0.05%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ORLEN SA                                                                         | ORLEN SA                                                                                                          | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | DBT              | CORP              | PL        |      398000 | PA      | $415490.11    | 0.04%             | 2035-01-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA8, Class 1A1                                                                | CUSIP: 02147CAA1<br>LEI: 549300EBNJLBIQBKE071 | Long             | ABS-MBS          | CORP              | US        |        5871 | PA      | $5326.48      | 0.00%             | 2046-07-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust                                                      | Extended Stay America Trust, Series 2025-ESH, Class A                                                             | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185000 | PA      | $185000.00    | 0.02%             | 2042-10-15      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| Minejesa Capital BV                                                              | Minejesa Capital BV                                                                                               | CUSIP: N/A<br>LEI: 549300KS7ERCP10BKC35       | Long             | DBT              | CORP              | NL        |      926000 | PA      | $920444.00    | 0.10%             | 2037-08-10      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Regatta IX Funding Ltd.                                                          | Regatta IX Funding Ltd., Series 2017-1A, Class B1R                                                                | CUSIP: 75887VAN1<br>LEI: 254900JVS76S6N8G1I74 | Long             | ABS-CBDO         | CORP              | KY        |      847000 | PA      | $850455.68    | 0.09%             | 2037-04-17      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| GoldenTree Loan Management US CLO 16 Ltd.                                        | GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class ARR                                             | CUSIP: 38090AAQ1<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250081.78    | 0.03%             | 2038-01-20      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0626A4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3299000 | PA      | $-3409132.79  | -0.36%            | 2055-10-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                     | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |        2166 | NS      | $49211.52     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | EchoStar Corp.                                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         -13 | NC      | $-3022.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6459 | PA      | $6252.18      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-CC, Class D                                                                                | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $50193.82     | 0.01%             | 2037-08-13      | Variable      | 3.67%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      148000 | PA      | $156642.26    | 0.02%             | 2033-01-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      410543 | PA      | $-2329.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2015-SRCH, Class XA                                                                           | CUSIP: 05547HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      871848 | PA      | $9812.77      | 0.00%             | 2035-08-10      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                               | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      694000 | PA      | $686048.30    | 0.07%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| CWABS Trust                                                                      | CWABS Trust, Series 2006-14, Class M1                                                                             | CUSIP: 23243LAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      242950 | PA      | $251577.62    | 0.03%             | 2037-02-25      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                 | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      159000 | PA      | $133327.77    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJJ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40900 | PA      | $39322.61     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                 | SMB Private Education Loan Trust, Series 2015-B, Class B                                                          | CUSIP: 78448QAE8<br>LEI: 549300ZLJ4U248VKSJ66 | Long             | ABS-O            | CORP              | US        |       16363 | PA      | $16302.14     | 0.00%             | 2040-12-17      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133CARD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64730 | PA      | $65595.41     | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                               | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99519.08     | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10548 | PA      | $10139.84     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3404 | PA      | $3586.90      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92416 | PA      | $85998.22     | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133L8GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      373587 | PA      | $347138.83    | 0.04%             | 2036-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Mahle GmbH                                                                       | Mahle GmbH                                                                                                        | CUSIP: N/A<br>LEI: 52990098TR1QJBWIYG58       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121532.28    | 0.01%             | 2031-05-02      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28542 | PA      | $26440.47     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Air France-KLM                                                                   | Air France-KLM                                                                                                    | CUSIP: N/A<br>LEI: 969500AQW31GYO8JZD66       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119803.14    | 0.01%             | 2030-05-21      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      472000 | PA      | $403806.37    | 0.04%             | 2044-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      349000 | PA      | $360266.57    | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3004000 | PA      | $2968796.88   | 0.31%             | 2031-09-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Telecom Argentina SA                                                             | Telecom Argentina SA                                                                                              | CUSIP: 879273AV2<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |      180589 | PA      | $177789.87    | 0.02%             | 2033-05-28      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      623000 | PA      | $623726.90    | 0.07%             | 2029-05-01      | Variable      | 4.22%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95623.53     | 0.01%             | 2029-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2082 | PA      | $2035.53      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HBFN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      280088 | PA      | $276840.68    | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7726 | PA      | $7571.93      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      895632 | PA      | $798672.46    | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $790.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6783 | PA      | $6661.28      | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2019-L2, Class XA                                                          | CUSIP: 61768HAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      347444 | PA      | $9742.43      | 0.00%             | 2052-03-15      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      260437 | PA      | $241284.62    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Stakeholder Midstream LLC                                                        | Stakeholder Midstream LLC, 1st Lien Term Loan                                                                     | CUSIP: 85256HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      242392 | PA      | $242695.49    | 0.03%             | 2031-01-02      | Variable      | 8.04%                 | No            | 2                  | On Loan: No      |
| JSW Hydro Energy Ltd.                                                            | JSW Hydro Energy Ltd.                                                                                             | CUSIP: N/A<br>LEI: 3358006ZP5KO7VUH2790       | Long             | DBT              | CORP              | IN        |      639000 | PA      | $605452.50    | 0.06%             | 2031-05-18      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410GH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68463 | PA      | $70088.74     | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |         223 | PA      | $103.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2221464 | PA      | $1837270.36   | 0.19%             | 2051-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202E4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1217 | PA      | $1183.62      | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $101723.80    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      190227 | PA      | $182677.55    | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       87765 | PA      | $86638.79     | 0.01%             | 2048-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2025-5MW, Class E                                                          | CUSIP: 088921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147000 | PA      | $146820.38    | 0.02%             | 2042-10-10      | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1179000 | PA      | $1220055.14   | 0.13%             | 2034-12-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2006-C, Class 2A                                                   | CUSIP: 126685DJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9381 | PA      | $9311.07      | 0.00%             | 2036-05-15      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      357460 | PA      | $330294.85    | 0.03%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                     | Fortescue Treasury Pty. Ltd.                                                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      100000 | PA      | $103335.30    | 0.01%             | 2032-04-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MAFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       36893 | PA      | $37872.21     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Park Blue CLO 2025-IX Ltd.                                                       | Park Blue CLO Ltd., Series 2025-9A, Class A1                                                                      | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |      910000 | PA      | $913196.56    | 0.10%             | 2038-10-20      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: N/A<br>LEI: PBLD0EJDB5FWOLXP3B76       | Long             | DBT              | CORP              | US        |      300000 | PA      | $362760.66    | 0.04%             | 2032-07-22      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                              | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       64000 | PA      | $65938.46     | 0.01%             | 2030-04-01      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417FL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1803 | PA      | $1773.91      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Vivion Investments SARL                                                          | Vivion Investments SARL                                                                                           | CUSIP: N/A<br>LEI: 529900SJ7X71ESJK9N76       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117123.25    | 0.01%             | 2028-08-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QUVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      198901 | PA      | $205579.14    | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1676.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QE4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54219 | PA      | $50132.41     | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1213 | PA      | $1188.75      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418MRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22239 | PA      | $22775.02     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Pinnacle West Capital Corp.                                                      | Pinnacle West Capital Corp.                                                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      853000 | PA      | $877215.16    | 0.09%             | 2030-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XJSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      139616 | PA      | $125956.17    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3810300 | PA      | $4005131.35   | 0.42%             | 2030-10-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M3                                                   | CUSIP: 92261BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182494 | PA      | $183311.68    | 0.02%             | 2054-12-25      | Variable      | 6.92%                 | No            | 2                  | On Loan: No      |
| APCOA Group GmbH                                                                 | APCOA Group GmbH                                                                                                  | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118880.98    | 0.01%             | 2031-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88078 | PA      | $78992.83     | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2761 | PA      | $2615.03      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                   | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       72000 | PA      | $46272.24     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2006-AR41, Class A3                                                      | CUSIP: 45668NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34370 | PA      | $32882.19     | 0.00%             | 2037-02-25      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Energean Israel Finance Ltd.                                                     | Energean Israel Finance Ltd.                                                                                      | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      373000 | PA      | $393515.00    | 0.04%             | 2033-09-30      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36197MRR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       18218 | PA      | $17931.12     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132J65H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      107357 | PA      | $101432.22    | 0.01%             | 2043-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Beazer Homes USA, Inc.                                                           | Beazer Homes USA, Inc.                                                                                            | CUSIP: 07556QBT1<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |      169000 | PA      | $171909.50    | 0.02%             | 2029-10-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Euro Parfums Fze                                                                 | Euro Parfums Fze Upsize, 1st Lien Term Loan                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       31687 | PA      | $31528.57     | 0.00%             | 2032-07-01      | Variable      | 10.58%                | No            | 3                  | On Loan: No      |
| Cheniere Energy, Inc.                                                            | Cheniere Energy, Inc.                                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2242077.59   | 0.24%             | 2034-04-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140H3KJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9339 | PA      | $9211.94      | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      364399 | PA      | $378791.41    | 0.04%             | 2053-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22610 | PA      | $23826.41     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri A/S                                                 | Turkcell Iletisim Hizmetleri A/S                                                                                  | CUSIP: N/A<br>LEI: 7890003EX1LTLS2FFL84       | Long             | DBT              | CORP              | TR        |      370000 | PA      | $386650.00    | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| Mattamy Group Corp.                                                              | Mattamy Group Corp.                                                                                               | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       89000 | PA      | $88423.49     | 0.01%             | 2027-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CVR CHC LP                                                                       | CVR CHC LP, 1st Lien Term Loan                                                                                    | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      337037 | PA      | $337036.73    | 0.04%             | 2027-12-30      | Variable      | 8.00%                 | No            | 3                  | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                              | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       51000 | PA      | $46524.60     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Argent Mortgage Loan Trust                                                       | Argent Mortgage Loan Trust, Series 2005-W1, Class A2                                                              | CUSIP: 040104MY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       27654 | PA      | $22904.85     | 0.00%             | 2035-05-25      | Floating      | 4.75%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                 | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      729000 | PA      | $665325.93    | 0.07%             | 2050-04-02      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    50972154 | PA      | $-5782.86     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1984 | PA      | $1916.09      | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      963000 | PA      | $1037582.14   | 0.11%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3491000 | PA      | $3502045.73   | 0.37%             | 2028-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132QSGT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16809 | PA      | $16351.86     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole SA                                                                                                | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119276.67    | 0.01%             | 2035-03-23      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                                                   | CUSIP: N/A<br>LEI: 54930011BLQ0JPRBAL73       | Long             | DBT              | CORP              | MX        |      389000 | PA      | $421676.00    | 0.04%             | 2032-01-23      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      492990 | PA      | $416694.86    | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      100000 | PA      | $124834.38    | 0.01%             | 2033-07-10      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC7, Class 2A3                                                                | CUSIP: 23243VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48807 | PA      | $44048.50     | 0.00%             | 2046-07-25      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 19 Ltd.                                                              | Elmwood CLO 19 Ltd., Series 2022-6A, Class AR                                                                     | CUSIP: 29004JAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250414.13    | 0.03%             | 2036-10-17      | Floating      | 6.02%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      860000 | PA      | $868464.57    | 0.09%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      601080 | PA      | $462120.58    | 0.05%             | 2051-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DQQ58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      349371 | PA      | $360251.91    | 0.04%             | 2053-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      295000 | PA      | $294092.52    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      188000 | PA      | $191572.27    | 0.02%             | 2031-05-07      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A2                                                                              | CUSIP: 09774XBN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39800 | PA      | $2563.29      | 0.00%             | 2030-06-15      | Variable      | 7.58%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52764 | PA      | $50728.57     | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      414000 | PA      | $357929.06    | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2023-7, Class A1                                                                 | CUSIP: 03466DAA0<br>LEI: 254900DRGJVOF9SOT744 | Long             | ABS-MBS          | CORP              | US        |      227657 | PA      | $226499.19    | 0.02%             | 2067-11-25      | Variable      | 4.80%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2025-167G, Class F                                                                    | CUSIP: 12674VAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66000 | PA      | $66075.13     | 0.01%             | 2040-08-10      | Variable      | 9.46%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Inflation Linked Notes                                                                              | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10556158 | PA      | $10717826.78  | 1.13%             | 2030-04-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      260426 | PA      | $211932.16    | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |      951000 | PA      | $942414.63    | 0.10%             | 2045-08-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Husky Injection Molding Systems Ltd.                                             | Husky Injection Molding Systems Ltd.                                                                              | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $104519.10    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       67000 | PA      | $45513.43     | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       14035 | PA      | $13488.02     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                | CUSIP: 00164VAJ2<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       84000 | PA      | $80010.00     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSVJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      181300 | PA      | $183842.68    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      215721 | PA      | $186306.18    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418V3A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6464 | PA      | $6480.05      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chemours Co. (The)                                                               | Chemours Co. (The)                                                                                                | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $90345.72     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |       15549 | PA      | $-983.77      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36197MRS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11402 | PA      | $11245.72     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       81000 | PA      | $75990.31     | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1166625 | PA      | $90.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| New Jersey Turnpike Authority                                                    | New Jersey Turnpike Authority, Series 2009F                                                                       | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      317000 | PA      | $382269.44    | 0.04%             | 2040-01-01      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                      | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      451000 | PA      | $384987.33    | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-BA, Class B                                                                | CUSIP: 64032BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $419938.18    | 0.04%             | 2055-05-17      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      469000 | PA      | $413860.14    | 0.04%             | 2032-01-27      | Variable      | 1.99%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      165903 | PA      | $135032.25    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Wellington Management CLO 4 Ltd.                                                 | Wellington Management CLO 4 Ltd., Series 2025-4A, Class A                                                         | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250128.25    | 0.03%             | 2038-04-18      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1999-5, Class A6                                                                    | CUSIP: 3935053Q3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24309 | PA      | $6393.53      | 0.00%             | 2030-03-01      | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EQL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20459 | PA      | $19928.17     | 0.00%             | 2053-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR3, Class 1A1                                                   | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7517 | PA      | $7082.16      | 0.00%             | 2037-03-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2006-1A, Class A2                                                          | CUSIP: 07324SDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4198 | PA      | $3949.86      | 0.00%             | 2036-04-25      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11310.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       99909 | PA      | $84574.12     | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Durst Commercial Mortgage Trust                                                  | Durst Commercial Mortgage Trust, Series 2025-151, Class A                                                         | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174000 | PA      | $177222.20    | 0.02%             | 2042-08-10      | Variable      | 5.32%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 2A1                                                   | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8297 | PA      | $8005.62      | 0.00%             | 2037-06-25      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| Albion Financing 1 SARL                                                          | Albion Financing 1 SARL                                                                                           | CUSIP: N/A<br>LEI: 259400W9CABUZBRDLP97       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $121792.20    | 0.01%             | 2030-05-21      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       69000 | PA      | $65089.10     | 0.01%             | 2029-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| YPF SA                                                                           | YPF SA                                                                                                            | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | NUSS              | AR        |       48000 | PA      | $49152.00     | 0.01%             | 2031-01-17      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QFZC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271692 | PA      | $257023.99    | 0.03%             | 2035-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24156 | PA      | $24196.69     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      510403 | PA      | $392426.41    | 0.04%             | 2050-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1590000 | PA      | $-1932.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Yale Mortgage Loan Trust                                                         | Yale Mortgage Loan Trust, Series 2007-1, Class A                                                                  | CUSIP: 984582AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71670 | PA      | $22263.08     | 0.00%             | 2037-06-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133B2ME6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      259362 | PA      | $213074.40    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         328 | PA      | $328.11       | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Elevance Health, Inc.                                                            | Elevance Health, Inc.                                                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       56000 | PA      | $55426.02     | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YJGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2860 | PA      | $2844.62      | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                       | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      486000 | PA      | $505240.46    | 0.05%             | 2034-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | Cheniere Corpus Christi Holdings LLC                                                                              | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     1293000 | PA      | $1084498.75   | 0.11%             | 2039-12-31      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       94688 | PA      | $83689.05     | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Carlyle US CLO Ltd.                                                              | Carlyle US CLO Ltd., Series 2021-8A, Class BR                                                                     | CUSIP: 143120AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501950.00    | 0.05%             | 2038-10-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital International SA                                           | TotalEnergies Capital International SA                                                                            | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $440742.87    | 0.05%             | 2045-03-03      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3151 | PA      | $3040.28      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Avient Corp.                                                                     | Avient Corp.                                                                                                      | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102763.80    | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2047154 | PA      | $1678733.53   | 0.18%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| 1301 Trust                                                                       | 1301 Trust, Series 2025-1301, Class F                                                                             | CUSIP: 682461AN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      491000 | PA      | $497298.84    | 0.05%             | 2042-08-11      | Variable      | 8.37%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1432 | PA      | $1358.18      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                         | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B2                                                 | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      452618 | PA      | $452783.19    | 0.05%             | 2033-09-20      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Homes Trust                                                                      | Homes Trust, Series 2024-NQM2, Class A1                                                                           | CUSIP: 43761CAA0<br>LEI: 254900MQRASV1D1NGZ28 | Long             | ABS-MBS          | CORP              | US        |      570688 | PA      | $576113.38    | 0.06%             | 2069-10-25      | Variable      | 5.72%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      834155 | PA      | $716515.29    | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LGI Homes, Inc.                                                                  | LGI Homes, Inc.                                                                                                   | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       96000 | PA      | $93736.80     | 0.01%             | 2032-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3678000 | PA      | $3698487.60   | 0.39%             | 2026-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      534259 | PA      | $543944.41    | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Mortgage Loan Resecuritization Trust                                             | Mortgage Loan Resecuritization Trust, Series 2009-RS1, Class A85                                                  | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118471 | PA      | $116347.73    | 0.01%             | 2036-04-16      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| BXMT Ltd.                                                                        | BXMT Ltd., Series 2025-FL5, Class A                                                                               | CUSIP: 05613YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      314000 | PA      | $312592.93    | 0.03%             | 2042-10-18      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| Avantor Funding, Inc.                                                            | Avantor Funding, Inc.                                                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98365.75     | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                             | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       51207 | PA      | $52882.48     | 0.01%             | 2039-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WKK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26572 | PA      | $25589.31     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Store Capital LLC                                                                | Store Capital LLC                                                                                                 | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178776.67    | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       85845 | PA      | $73607.17     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1095 | PA      | $1062.84      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | S&P 500 E-Mini Index                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -1 | NC      | $-2980.17     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Vital Energy, Inc.                                                               | Vital Energy, Inc.                                                                                                | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97073.73     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138AUPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5419 | PA      | $5418.78      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series C                                                                                       | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $994857.86    | 0.10%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       70217 | PA      | $70280.91     | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1254000 | PA      | $1386545.29   | 0.15%             | 2033-03-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304950.77    | 0.03%             | 2028-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132GVGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13014 | PA      | $12363.35     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54915 | PA      | $52264.27     | 0.01%             | 2032-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Uniti Group LP                                                                   | Uniti Group LP                                                                                                    | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $97925.97     | 0.01%             | 2028-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VF Corp.                                                                         | VF Corp.                                                                                                          | CUSIP: 918204BE7<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      100000 | PA      | $117609.41    | 0.01%             | 2029-03-07      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HHV77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       81746 | PA      | $78328.13     | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6039 | PA      | $5851.36      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1096073 | PA      | $887705.76    | 0.09%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Asset-Backed Securities I Trust                                     | Bear Stearns Asset-Backed Securities I Trust, Series 2007-HE2, Class 23A                                          | CUSIP: 07389YAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10697 | PA      | $10204.63     | 0.00%             | 2037-03-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37838 | PA      | $37680.20     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7978 | PA      | $7559.80      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series P                                                                                          | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |       82000 | PA      | $76260.29     | 0.01%             | 2030-04-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Univision Communications, Inc.                                                   | Univision Communications, Inc.                                                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $106566.70    | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                               | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      905000 | PA      | $801481.29    | 0.08%             | 2031-10-28      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140GUMN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64821 | PA      | $64016.44     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4318008 | PA      | $4369413.33   | 0.46%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79475 | PA      | $75212.21     | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | DE        |        7011 | PA      | $-554.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M3                                                   | CUSIP: 922955AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105864 | PA      | $107558.94    | 0.01%             | 2055-02-25      | Variable      | 7.33%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-58, Class IY                                                | CUSIP: 38382RHG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1124750 | PA      | $185150.73    | 0.02%             | 2051-02-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Alternative Note Asset Trust                                       | Merrill Lynch Alternative Note Asset Trust, Series 2007-OAR2, Class A2                                            | CUSIP: 59024BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       73253 | PA      | $58318.76     | 0.01%             | 2037-04-25      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      181000 | PA      | $181672.78    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2025-167G, Class E                                                                    | CUSIP: 12674VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       75000 | PA      | $75089.31     | 0.01%             | 2040-08-10      | Variable      | 8.47%                 | No            | 2                  | On Loan: No      |
| Genesis Energy LP                                                                | Genesis Energy LP                                                                                                 | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104594.90    | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      348656 | PA      | $329832.76    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25721 | PA      | $25690.00     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      165436 | PA      | $136978.29    | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HOMES Trust                                                                      | HOMES Trust, Series 2025-NQM2, Class A1                                                                           | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      807912 | PA      | $812414.93    | 0.09%             | 2070-02-25      | Variable      | 5.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140FNBD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17479 | PA      | $17213.42     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D7G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      362971 | PA      | $321330.59    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92073 | PA      | $94290.45     | 0.01%             | 2043-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes LLC                                    | Arbor Realty Commercial Real Estate Notes LLC, Series 2025-FL1, Class A                                           | CUSIP: 03881KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $638303.87    | 0.07%             | 2043-01-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6057500 | PA      | $6089443.86   | 0.64%             | 2027-11-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      114000 | PA      | $113597.62    | 0.01%             | 2027-01-20      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2006-H, Class 1A                                                   | CUSIP: 126686AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5785 | PA      | $5682.57      | 0.00%             | 2036-11-15      | Floating      | 4.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7179 | PA      | $7565.12      | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      252000 | PA      | $285184.05    | 0.03%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQ4J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30134 | PA      | $31276.49     | 0.00%             | 2052-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      123800 | PA      | $100361.20    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QFBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      120930 | PA      | $114793.74    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-4774.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2024-NQM1, Class B1                                                                            | CUSIP: 693977AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      148000 | PA      | $148954.91    | 0.02%             | 2068-12-25      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                  | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     1821000 | PA      | $573238.45    | 0.06%             | 2039-08-12      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Rogers Communications, Inc.                                                      | Rogers Communications, Inc.                                                                                       | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $99229.50     | 0.01%             | 2082-03-15      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22000 | PA      | $21895.22     | 0.00%             | 2031-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2565744 | PA      | $2554409.08   | 0.27%             | 2053-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36181GFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15522 | PA      | $14544.47     | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-3T1, Class 1A1                                                                | CUSIP: 02149VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8939 | PA      | $3876.71      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      902000 | PA      | $883476.49    | 0.09%             | 2027-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | Teva Pharmaceutical Finance Netherlands III BV                                                                    | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $98000.00     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36241LVF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11073 | PA      | $11353.49     | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Xerox Corp.                                                                      | Xerox Corp.                                                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37585.93     | 0.00%             | 2030-10-15      | Fixed         | 10.25%                | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      315000 | PA      | $326554.83    | 0.03%             | 2036-07-23      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133L8FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      165239 | PA      | $148771.23    | 0.02%             | 2036-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ZF Europe Finance BV                                                             | ZF Europe Finance BV                                                                                              | CUSIP: N/A<br>LEI: 549300RI533US2G6G542       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $120010.22    | 0.01%             | 2029-03-13      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9947 | PA      | $9657.92      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227565 | PA      | $225452.81    | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| STL Holding Co. LLC                                                              | STL Holding Co. LLC                                                                                               | CUSIP: 861036AB7<br>LEI: 984500BC2I63E7F48656 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83833.28     | 0.01%             | 2029-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     5235934 | PA      | $-22373.01    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                           | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1251000 | PA      | $966084.75    | 0.10%             | 2050-01-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   887865962 | PA      | $19417.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      114000 | PA      | $118691.95    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XCAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143331 | PA      | $132522.93    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Amber Finco plc                                                                  | Amber Finco plc                                                                                                   | CUSIP: N/A<br>LEI: 9845004C0870D380O790       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $123399.12    | 0.01%             | 2029-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| INCREF LLC                                                                       | INCREF LLC, Series 2025-FL1, Class A                                                                              | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      100000 | PA      | $100058.17    | 0.01%             | 2042-10-19      | Floating      | 5.86%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      476000 | PA      | $466493.60    | 0.05%             | 2027-07-22      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA5, Class 3A1                                                       | CUSIP: 126694N46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11730 | PA      | $11384.20     | 0.00%             | 2046-04-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Kohl's Corp.                                                                     | Kohl's Corp.                                                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $78944.97     | 0.01%             | 2031-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Bubbles Bidco SpA                                                                | Bubbles Bidco SpA                                                                                                 | CUSIP: N/A<br>LEI: 815600073942740CEB24       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120250.20    | 0.01%             | 2031-09-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138X55B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17166 | PA      | $16868.55     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bletchley Park Funding plc                                                       | Bletchley Park Funding plc, Series 2025-1, Class D                                                                | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $135520.60    | 0.01%             | 2070-01-27      | Floating      | 5.85%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      927000 | PA      | $938939.94    | 0.10%             | 2029-03-04      | Variable      | 4.79%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7677 | PA      | $7640.48      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  2836038248 | PA      | $-11086.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1202 | PA      | $1168.77      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Crown Castle, Inc.                                                               | Crown Castle, Inc.                                                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       78000 | PA      | $69440.33     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      203676 | PA      | $189667.19    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      444680 | PA      | $342059.93    | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                                  | CFCRE Commercial Mortgage Trust, Series 2016-C3, Class A3                                                         | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8843 | PA      | $8821.99      | 0.00%             | 2048-01-10      | Fixed         | 3.87%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M7CL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9316 | PA      | $9407.04      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4169300 | PA      | $3888849.45   | 0.41%             | 2028-09-30      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CZN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13273 | PA      | $13421.37     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                               | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2002000 | PA      | $2075137.48   | 0.22%             | 2030-08-02      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140H3H82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16120 | PA      | $15911.40     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      439241 | PA      | $447204.60    | 0.05%             | 2053-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MASTR Resecuritization Trust                                                     | MASTR Resecuritization Trust, Series 2008-3, Class A1                                                             | CUSIP: 57643EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13200 | PA      | $3932.50      | 0.00%             | 2037-08-25      | Variable      | 3.79%                 | No            | 2                  | On Loan: No      |
| Bbam US CLO V Ltd.                                                               | Bbam US CLO V Ltd., Series 2025-5A, Class A1                                                                      | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250886.00    | 0.03%             | 2038-07-25      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| LifePoint Health, Inc.                                                           | LifePoint Health, Inc.                                                                                            | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $110215.70    | 0.01%             | 2030-10-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 30-Year Bond                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -220 | NC      | $-3437.50     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      898000 | PA      | $931213.86    | 0.10%             | 2029-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                     | Royal Caribbean Cruises Ltd.                                                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      235000 | PA      | $236370.45    | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GSXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      146315 | PA      | $151392.52    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| India Clean Energy Holdings                                                      | India Clean Energy Holdings                                                                                       | CUSIP: N/A<br>LEI: 254900XQFJ9593DCY022       | Long             | DBT              | CORP              | MU        |      700000 | PA      | $684250.00    | 0.07%             | 2027-04-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0124A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      179000 | PA      | $160110.62    | 0.02%             | 2040-10-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22628 | PA      | $21742.09     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2019-B9, Class XA                                                                | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      947740 | PA      | $25524.63     | 0.00%             | 2052-03-15      | Variable      | 1.17%                 | No            | 2                  | On Loan: No      |
| MF1 LLC                                                                          | MF1 LLC, Series 2025-FL19, Class A                                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      169000 | PA      | $169243.56    | 0.02%             | 2042-05-18      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                 | IndyMac INDX Mortgage Loan Trust, Series 2007-AR19, Class 3A1                                                     | CUSIP: 45669NAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       62006 | PA      | $40172.83     | 0.00%             | 2037-09-25      | Variable      | 3.83%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2025-167G, Class A                                                                    | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      491000 | PA      | $492823.97    | 0.05%             | 2040-08-10      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 3622A2AE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      102144 | PA      | $101276.33    | 0.01%             | 2042-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375524 | PA      | $324646.64    | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      347000 | PA      | $341448.00    | 0.04%             | 2028-03-17      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ephios Subco 3 SARL                                                              | Ephios Subco 3 SARL                                                                                               | CUSIP: N/A<br>LEI: 213800E4EG6VFUFVEH64       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $124985.84    | 0.01%             | 2031-01-31      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Glencore Capital Finance DAC                                                     | Glencore Capital Finance DAC                                                                                      | CUSIP: N/A<br>LEI: 213800HCUCI1HC7X6Q34       | Long             | DBT              | CORP              | IE        |      220000 | PA      | $257782.17    | 0.03%             | 2032-10-06      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      335702 | PA      | $289848.45    | 0.03%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      161079 | PA      | $143365.26    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                    | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      794000 | PA      | $714339.49    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      526000 | PA      | $586668.84    | 0.06%             | 2033-10-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| EURO Parfums Fze                                                                 | EURO Parfums Fze, 1st Lien Term Loan                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       51160 | PA      | $50904.20     | 0.01%             | 2030-01-01      | Variable      | 10.44%                | No            | 3                  | On Loan: No      |
| La Poste SA                                                                      | La Poste SA                                                                                                       | CUSIP: N/A<br>LEI: 9695000YG7TR7PAP0L59       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121929.10    | 0.01%             | 2031-04-16      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| India Green Power Holdings                                                       | India Green Power Holdings                                                                                        | CUSIP: N/A<br>LEI: 254900I7N0GT4VVL6V29       | Long             | DBT              | CORP              | MU        |      346640 | PA      | $338840.60    | 0.04%             | 2027-02-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Vista Energy Argentina SAU                                                       | Vista Energy Argentina SAU                                                                                        | CUSIP: 92841RAB6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |      327000 | PA      | $333213.00    | 0.04%             | 2033-06-10      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HHWM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12257 | PA      | $11791.78     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      166000 | PA      | $124059.95    | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       28241 | PA      | $22931.72     | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      235931 | PA      | $221018.78    | 0.02%             | 2048-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       12781 | PA      | $12430.25     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class E                                                         | CUSIP: 81631WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      151000 | PA      | $150669.69    | 0.02%             | 2034-11-15      | Floating      | 8.34%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      912000 | PA      | $940476.07    | 0.10%             | 2034-04-21      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      355000 | PA      | $364155.60    | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp.                                                                 | CVS Health Corp.                                                                                                  | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      240000 | PA      | $217863.50    | 0.02%             | 2045-07-20      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2620500 | PA      | $13169.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DU2R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      290473 | PA      | $298257.87    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1750 | PA      | $1696.88      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3809 | PA      | $3770.62      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKWM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30215 | PA      | $29160.41     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2017-2, Class M4                                                   | CUSIP: 92258VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       26115 | PA      | $23743.87     | 0.00%             | 2047-11-25      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2007-OA3, Class 1A1                                                                | CUSIP: 02150TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11159 | PA      | $10338.95     | 0.00%             | 2047-04-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63274 | PA      | $61539.17     | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Picard Groupe SAS                                                                | Picard Groupe SAS                                                                                                 | CUSIP: N/A<br>LEI: 969500C0PA29TV19CT55       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $122828.27    | 0.01%             | 2029-07-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      410542 | PA      | $-2152.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6429 | PA      | $6321.14      | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KE4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20597 | PA      | $20231.45     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5499, Class FW                                       | CUSIP: 3137HJX51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      860488 | PA      | $866619.28    | 0.09%             | 2055-02-25      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      778000 | PA      | $804924.86    | 0.08%             | 2031-01-24      | Variable      | 5.24%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10328 | PA      | $10129.88     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BPR Commercial Mortgage Trust                                                    | BPR Commercial Mortgage Trust, Series 2024-PARK, Class A                                                          | CUSIP: 05593UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101907.68    | 0.01%             | 2039-11-05      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       73194 | PA      | $71652.17     | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3C                                                        | CUSIP: 17312TAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       64589 | PA      | $43658.91     | 0.00%             | 2037-05-25      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| Fortuna Consumer Loan Abs DAC                                                    | Fortuna Consumer Loan ABS DAC, Series 2024-2, Class E                                                             | CUSIP: N/A<br>LEI: 635400WJJIABFKEPEL72       | Long             | ABS-O            | CORP              | IE        |      100000 | PA      | $119391.61    | 0.01%             | 2034-10-18      | Floating      | 6.01%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      213358 | PA      | $205131.02    | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Newday Funding Master Issuer plc                                                 | Newday Funding Master Issuer plc, Series 2024-2X, Class D                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $136816.95    | 0.01%             | 2032-07-15      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18818 | PA      | $18082.01     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2006-4, Class 1A12                                                    | CUSIP: 02660LAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       44157 | PA      | $22002.36     | 0.00%             | 2046-10-25      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP                                                                                                 | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | DBT              | CORP              | CA        |      100000 | PA      | $119617.19    | 0.01%             | 2031-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                      | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      544000 | PA      | $547289.46    | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       93858 | PA      | $87276.47     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2411 | PA      | $2370.45      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      147107 | PA      | $136772.47    | 0.01%             | 2046-11-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                   | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      340000 | PA      | $353826.90    | 0.04%             | 2034-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53966000 | PA      | $49299084.54  | 5.20%             | 2055-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9940 | PA      | $9679.12      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Metropolitan Transportation Authority                                            | Metropolitan Transportation Authority, Series 2010A                                                               | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      195000 | PA      | $213368.31    | 0.02%             | 2039-11-15      | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      290021 | PA      | $266730.15    | 0.03%             | 2044-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ACRA Trust                                                                       | ACRA Trust, Series 2024-NQM1, Class A1                                                                            | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      305353 | PA      | $307103.95    | 0.03%             | 2064-10-25      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   145361970 | PA      | $16382.54     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class XD                                                 | CUSIP: 95000GAA2<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $10306.76     | 0.00%             | 2049-08-15      | Variable      | 1.37%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91593 | PA      | $78712.70     | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      474698 | PA      | $425729.69    | 0.04%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QUCP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      221201 | PA      | $228684.36    | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15221 | PA      | $14771.01     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      952000 | PA      | $868796.08    | 0.09%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      102632 | PA      | $84132.65     | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2711 | PA      | $2776.48      | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1173 | PA      | $1134.98      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Household Capital RMBS                                                           | Household Capital RMBS, Series 2025-1, Class A                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |      170000 | PA      | $112150.41    | 0.01%             | 2087-07-21      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group, Inc.                                                       | Cloud Software Group, Inc.                                                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      284000 | PA      | $294566.62    | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36196FZH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25677 | PA      | $23645.23     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust                                    | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-OA4, Class A2A                                         | CUSIP: 25151XAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80567 | PA      | $74533.81     | 0.01%             | 2047-08-25      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class B                                                                          | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |       97063 | PA      | $130722.02    | 0.01%             | 2035-02-18      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies, Inc.                                                         | Lumen Technologies, Inc.                                                                                          | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |       29923 | NS      | $183128.76    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140Q8D36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137406 | PA      | $135700.37    | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132M4QU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6330 | PA      | $5978.20      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Maxam Prill SARL                                                                 | Maxam Prill SARL                                                                                                  | CUSIP: N/A<br>LEI: 984500C4C5B820A6B691       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119191.48    | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| West Deptford Energy Holdings LLC                                                | West Deptford Energy Holdings LLC, 1st Lien Term Loan                                                             | CUSIP: 95249CAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       97000 | PA      | $96102.75     | 0.01%             | 2032-07-26      | Variable      | 8.32%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1522000 | PA      | $1440788.38   | 0.15%             | 2030-11-05      | Variable      | 2.98%                 | No            | 2                  | On Loan: No      |
| Eaton Vance CLO Ltd.                                                             | Eaton Vance CLO Ltd., Series 2013-1A, Class AR4                                                                   | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |      380000 | PA      | $381663.53    | 0.04%             | 2038-10-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 3617BFTR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       33712 | PA      | $33092.31     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3581.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Nissan Motor Co. Ltd.                                                            | Nissan Motor Co. Ltd.                                                                                             | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | DBT              | CORP              | JP        |      200000 | PA      | $241749.39    | 0.03%             | 2033-07-17      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63914 | PA      | $59212.01     | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      779000 | PA      | $820686.63    | 0.09%             | 2029-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Florida Power & Light Co.                                                        | Florida Power & Light Co.                                                                                         | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      178000 | PA      | $124262.07    | 0.01%             | 2049-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                    | Smyrna Ready Mix Concrete LLC                                                                                     | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105594.27    | 0.01%             | 2031-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-135463.74   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X9MV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13572 | PA      | $12921.12     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XLEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      129115 | PA      | $133141.27    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      177820 | PA      | $180455.21    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      659212 | PA      | $566509.15    | 0.06%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59921 | PA      | $57695.34     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      383000 | PA      | $246796.89    | 0.03%             | 2051-10-24      | Variable      | 2.83%                 | No            | 2                  | On Loan: No      |
| Solventum Corp.                                                                  | Solventum Corp.                                                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      693000 | PA      | $721502.66    | 0.08%             | 2034-03-23      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                                            | Directv Financing LLC                                                                                             | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       21000 | PA      | $20742.15     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Aroundtown Finance SARL                                                          | Aroundtown Finance SARL                                                                                           | CUSIP: N/A<br>LEI: 8945006LEXV2KWSWVP51       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $123805.11    | 0.01%             | 2030-01-16      | Variable      | 7.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36297FRM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4228 | PA      | $4305.26      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      870000 | PA      | $-4989.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140N6TX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14368 | PA      | $14882.90     | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1729 | PA      | $1675.92      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7920 | PA      | $7681.73      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de CV                                                                                                   | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      327000 | PA      | $339229.80    | 0.04%             | 2030-06-10      | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| Glencore Funding LLC                                                             | Glencore Funding LLC                                                                                              | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      287000 | PA      | $263246.87    | 0.03%             | 2031-04-27      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XJQU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       67099 | PA      | $60130.39     | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GSF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      216527 | PA      | $223829.75    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2016-R2, Class 1A1                                                          | CUSIP: 05890RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5361 | PA      | $5360.05      | 0.00%             | 2033-05-01      | Variable      | 4.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       21000 | PA      | $19623.12     | 0.00%             | 2031-01-22      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-22T1, Class A1                                                                | CUSIP: 12667GGN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88522 | PA      | $78509.65     | 0.01%             | 2035-06-25      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23786 | PA      | $22952.91     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Symphony CLO 46 Ltd.                                                             | Symphony CLO 46 Ltd., Series 2024-46A, Class A2                                                                   | CUSIP: 87170WAC4<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250487.58    | 0.03%             | 2038-01-20      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91604 | PA      | $84697.70     | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Race Point X CLO Ltd.                                                            | Race Point X CLO Ltd., Series 2016-10A, Class A1R                                                                 | CUSIP: 74983DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       29356 | PA      | $29374.56     | 0.00%             | 2031-07-25      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                              | Hilton Domestic Operating Co., Inc.                                                                               | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96199.46     | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4240 | PA      | $4108.27      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-4A, Class M1                                                          | CUSIP: 07324SCT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12679 | PA      | $12101.17     | 0.00%             | 2036-01-25      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1670000 | PA      | $1089544.54   | 0.11%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co., Series A                                                                                       | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      134000 | PA      | $93668.97     | 0.01%             | 2051-03-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XBKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127110 | PA      | $118114.15    | 0.01%             | 2036-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132Y1WP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      131290 | PA      | $129925.09    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2005-4A, Class A1                                                          | CUSIP: 07324SCR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17375 | PA      | $16465.29     | 0.00%             | 2036-01-25      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71162 | PA      | $58299.94     | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XJVT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      200862 | PA      | $186078.59    | 0.02%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      345359 | PA      | $283106.06    | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BCMSC Trust                                                                      | BCMSC Trust, Series 2000-A, Class A3                                                                              | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       36957 | PA      | $2457.70      | 0.00%             | 2030-06-15      | Variable      | 7.83%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       30698 | PA      | $27724.61     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing, Inc.                                                          | Level 3 Financing, Inc.                                                                                           | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36623.13     | 0.00%             | 2034-03-31      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CWABS Revolving Home Equity Loan Trust                                           | CWABS Revolving Home Equity Loan Trust, Series 2004-U, Class 2A                                                   | CUSIP: 126673VE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        4048 | PA      | $4044.31      | 0.00%             | 2034-03-15      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                   | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104308.97    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1346206 | PA      | $1159951.95   | 0.12%             | 2051-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2608000 | PA      | $2516197.59   | 0.27%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2018-TALL, Class A                                                                   | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $33163.96     | 0.00%             | 2037-03-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Cassia SRL                                                                       | Cassia SRL, Series 2022-1A, Class A                                                                               | CUSIP: N/A<br>LEI: 815600A9D6ADF4638276       | Long             | ABS-MBS          | CORP              | IT        |      345909 | PA      | $406515.45    | 0.04%             | 2034-05-22      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2024-ATRM, Class E                                                           | CUSIP: 04963XAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72000 | PA      | $74014.77     | 0.01%             | 2029-11-10      | Variable      | 9.52%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2004-FFH3, Class M3                                                    | CUSIP: 32027NLT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       32547 | PA      | $29684.74     | 0.00%             | 2034-10-25      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Concord Music Royalties LLC                                                      | Concord Music Royalties LLC, Series 2024-1A, Class A                                                              | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100753.01    | 0.01%             | 2074-10-20      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11740 | PA      | $10780.45     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BBCMS Trust                                                                      | BBCMS Trust, Series 2015-SRCH, Class A1                                                                           | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31169 | PA      | $30693.91     | 0.00%             | 2035-08-10      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       48000 | PA      | $46870.28     | 0.00%             | 2027-10-21      | Variable      | 1.95%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2285289 | PA      | $-107.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15496.62     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A7UM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3299 | PA      | $2982.27      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO 12 Ltd.                                                         | Silver Point CLO 12 Ltd., Series 2025-12A, Class A1                                                               | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250625.00    | 0.03%             | 2038-10-15      | Floating      | 5.31%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     3126000 | PA      | $3092988.50   | 0.33%             | 2026-12-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Studio City Co. Ltd.                                                             | Studio City Co. Ltd.                                                                                              | CUSIP: N/A<br>LEI: 984500V5401EFT095A58       | Long             | DBT              | CORP              | VG        |      200000 | PA      | $201312.00    | 0.02%             | 2027-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QA4A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700187 | PA      | $696299.92    | 0.07%             | 2049-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Benchmark Mortgage Trust                                                         | Benchmark Mortgage Trust, Series 2018-B8, Class XA                                                                | CUSIP: 08162UAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4363741 | PA      | $66725.97     | 0.01%             | 2052-01-15      | Variable      | 0.78%                 | No            | 2                  | On Loan: No      |
| VEGAS                                                                            | VEGAS Trust, Series 2024-GCS, Class D                                                                             | CUSIP: 92254BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $1434386.98   | 0.15%             | 2036-07-10      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                             | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      210000 | PA      | $225829.82    | 0.02%             | 2039-01-25      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     1889000 | PA      | $1954124.54   | 0.21%             | 2031-12-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3708600 | PA      | $3784075.80   | 0.40%             | 2028-08-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36197MQM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14216 | PA      | $13998.67     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DBT              | CORP              | US        |      600000 | PA      | $726722.13    | 0.08%             | 2036-05-22      | Variable      | 4.10%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68664 | PA      | $55665.11     | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                                           | Merrill Lynch Mortgage Investors Trust, Series 2006-OPT1, Class M1                                                | CUSIP: 59022VAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35239 | PA      | $33842.44     | 0.00%             | 2037-08-25      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      291698 | PA      | $279549.36    | 0.03%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DTP79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45554 | PA      | $36886.78     | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14182 | PA      | $13888.27     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2568043 | PA      | $-3485.50     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Verizon Communications, Inc.                                                     | Verizon Communications, Inc.                                                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      426000 | PA      | $432799.00    | 0.05%             | 2037-07-02      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2020-8RA, Class AR2                                                                          | CUSIP: 670898AW5<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250000.00    | 0.03%             | 2038-10-17      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      456055 | PA      | $394752.38    | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82657 | PA      | $79749.92     | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1237695.64   | 0.13%             | 2028-08-23      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| United Mexican States                                                            | Mex Bonos Desarr Fix Rt                                                                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1123000 | PA      | $975606.25    | 0.10%             | 2034-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| RHP Hotel Properties LP                                                          | RHP Hotel Properties LP                                                                                           | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98072.33     | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1506000 | PA      | $1371418.73   | 0.14%             | 2033-02-04      | Variable      | 2.97%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      329000 | PA      | $328932.00    | 0.03%             | 2033-04-27      | Variable      | 4.57%                 | No            | 2                  | On Loan: No      |
| Edison International                                                             | Edison International                                                                                              | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102200.40    | 0.01%             | 2053-06-15      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      389579 | PA      | $317699.16    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| XHR LP                                                                           | XHR LP                                                                                                            | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       92000 | PA      | $90106.93     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418RQM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21387 | PA      | $21902.45     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                         | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1276000 | PA      | $1345295.73   | 0.14%             | 2034-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Heineken NV                                                                      | Heineken NV                                                                                                       | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | DBT              | CORP              | NL        |      430000 | PA      | $507517.16    | 0.05%             | 2034-05-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      368000 | PA      | $388341.13    | 0.04%             | 2029-10-23      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3267 | PA      | $3212.40      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Union Pacific Railroad Co. Pass-Through Trust                                    | Union Pacific Railroad Co. Pass-Through Trust, Series 2014-1                                                      | CUSIP: 907825AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70863 | PA      | $70452.77     | 0.01%             | 2026-05-14      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-2X, Class D                                                                         | CUSIP: N/A<br>LEI: 635400FRZQXRDV2SLM12       | Long             | ABS-MBS          | CORP              | GB        |       99993 | PA      | $134955.03    | 0.01%             | 2035-02-17      | Floating      | 7.09%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa                                                         | Republic of South Africa                                                                                          | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |    13335000 | PA      | $710795.65    | 0.07%             | 2037-01-31      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      658000 | PA      | $693851.47    | 0.07%             | 2033-01-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140JAUJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      130869 | PA      | $132197.33    | 0.01%             | 2049-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MPT Operating Partnership LP                                                     | MPT Operating Partnership LP                                                                                      | CUSIP: N/A<br>LEI: WUQXXXF7PXTUPGROE843       | Long             | DBT              | CORP              | US        |      100000 | PA      | $122679.50    | 0.01%             | 2032-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AES Andes SA                                                                     | AES Andes SA                                                                                                      | CUSIP: N/A<br>LEI: 549300IF4IFG0FS0RM26       | Long             | DBT              | CORP              | CL        |      399000 | PA      | $414561.00    | 0.04%             | 2029-03-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1999-5, Class A5                                                                    | CUSIP: 3935053P5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22956 | PA      | $6308.94      | 0.00%             | 2030-03-01      | Variable      | 7.86%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      452932 | PA      | $389836.87    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Lagarino European Loan Conduit No. 40 DAC                                        | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class C                                                    | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      112000 | PA      | $131627.59    | 0.01%             | 2037-06-22      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Progroup AG                                                                      | Progroup AG                                                                                                       | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118546.18    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGWN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5556856 | PA      | $4722186.03   | 0.50%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1758000 | PA      | $1814519.26   | 0.19%             | 2031-01-15      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    81441600 | PA      | $-8661.81     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Century Communities, Inc.                                                        | Century Communities, Inc.                                                                                         | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |        1535 | NS      | $97272.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Kentucky, Inc.                                                       | Duke Energy Kentucky, Inc.                                                                                        | CUSIP: N/A<br>LEI: 8DFCA0P2BKMHOESX4E68       | Long             | DBT              | CORP              | US        |      458000 | PA      | $466015.00    | 0.05%             | 2035-09-15      | Fixed         | 5.90%                 | Yes           | 3                  | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      186000 | PA      | $151550.66    | 0.02%             | 2047-10-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-BA, Class A1B                                                              | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $905371.74    | 0.10%             | 2055-05-17      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Algoma Steel Group, Inc.                                                         | Algoma Steel Group, Inc.                                                                                          | CUSIP: 015658107<br>LEI: 549300Q5EU337A1XCX27 | Long             | EC               | CORP              | CA        |       15104 | NS      | $53694.72     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kaspi.KZ JSC                                                                     | Kaspi.KZ JSC                                                                                                      | CUSIP: N/A<br>LEI: 2549003YU6FARG8OAZ13       | Long             | DBT              | CORP              | KZ        |      408000 | PA      | $418383.60    | 0.04%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      729000 | PA      | $759008.16    | 0.08%             | 2032-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-SL1, Class A2                                      | CUSIP: 14983AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       73128 | PA      | $2262.05      | 0.00%             | 2036-09-25      | Variable      | 6.06%                 | No            | 2                  | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class F                                                         | CUSIP: 81631WAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125000 | PA      | $124284.33    | 0.01%             | 2034-11-15      | Floating      | 9.34%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-ATH3, Class B1                                                                            | CUSIP: 12664AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215000 | PA      | $214198.01    | 0.02%             | 2067-08-25      | Variable      | 7.10%                 | No            | 2                  | On Loan: No      |
| Ownit Mortgage Loan Trust                                                        | Ownit Mortgage Loan Trust, Series 2006-2, Class A2C                                                               | CUSIP: 69121PDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       52717 | PA      | $48453.62     | 0.01%             | 2037-01-25      | Variable      | 6.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |     -803000 | PA      | $-585813.59   | -0.06%            | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQWF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211720 | PA      | $218315.59    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fremont Home Loan Trust                                                          | Fremont Home Loan Trust, Series 2006-3, Class 1A1                                                                 | CUSIP: 35729MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       58281 | PA      | $43193.94     | 0.00%             | 2037-02-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                             | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       75000 | PA      | $78957.59     | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3765900 | PA      | $3772372.64   | 0.40%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BankAmerica Manufactured Housing Contract Trust                                  | BankAmerica Manufactured Housing Contract Trust, Series 1998-2, Class B1                                          | CUSIP: 06606TAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $25349.01     | 0.00%             | 2025-12-10      | Variable      | 7.18%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      405000 | PA      | $410548.50    | 0.04%             | 2034-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Georgia Power Co.                                                                | Georgia Power Co.                                                                                                 | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      247000 | PA      | $253615.94    | 0.03%             | 2031-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      340000 | PA      | $300179.40    | 0.03%             | 2031-11-19      | Variable      | 1.76%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2025-INV2, Class A1                                                    | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |      304144 | PA      | $305705.94    | 0.03%             | 2070-05-26      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4228 | PA      | $4100.85      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M96X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       39438 | PA      | $38382.75     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1143750 | PA      | $367.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BlueMountain Fuji US CLO II Ltd.                                                 | BlueMountain Fuji US CLO II Ltd., Series 2017-2A, Class A1AR                                                      | CUSIP: 09629EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       60778 | PA      | $60815.87     | 0.01%             | 2030-10-20      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65847 | PA      | $64106.68     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8380 | PA      | $8229.45      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JW Commercial Mortgage Trust                                                     | JW Commercial Mortgage Trust, Series 2024-MRCO, Class D                                                           | CUSIP: 46657XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100670.43    | 0.01%             | 2039-06-15      | Floating      | 7.34%                 | No            | 2                  | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $98886.89     | 0.01%             | 2027-06-30      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27817 | PA      | $26238.15     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202599.91    | 0.02%             | 2026-06-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      103194 | PA      | $87366.85     | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A2                                                         | CUSIP: 67087TCU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12092 | PA      | $4052.89      | 0.00%             | 2019-01-15      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| Transocean International Ltd.                                                    | Transocean International Ltd.                                                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       86000 | PA      | $84784.49     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KR5J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      291909 | PA      | $296408.05    | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                     | Barclays Mortgage Loan Trust, Series 2025-NQM3, Class B1                                                          | CUSIP: 06745VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100506.94    | 0.01%             | 2065-05-25      | Variable      | 7.61%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                           | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |       70000 | PA      | $45789.38     | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11084000 | PA      | $10991527.96  | 1.16%             | 2055-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       59000 | PA      | $44893.24     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2025-H4, Class A1                                                                    | CUSIP: 22790AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      157127 | PA      | $158556.07    | 0.02%             | 2070-06-25      | Variable      | 5.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22424 | PA      | $21954.05     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      208000 | PA      | $143813.94    | 0.02%             | 2051-04-22      | Variable      | 3.11%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                    | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      331000 | PA      | $340178.63    | 0.04%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44756 | PA      | $42966.17     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| KeHE Distributors LLC                                                            | KeHE Distributors LLC                                                                                             | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105215.30    | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Federative Republic of Brazil                                                    | Federative Republic of Brazil                                                                                     | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |       39176 | PA      | $6023201.89   | 0.64%             | 2035-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      151000 | PA      | $133543.06    | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417GQQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30696 | PA      | $28223.05     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106420 | PA      | $102035.90    | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     5846000 | PA      | $-5199.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2025-NQM2, Class A1                                                            | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      587842 | PA      | $592812.15    | 0.06%             | 2065-09-25      | Variable      | 5.57%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129767.11    | 0.01%             | 2035-02-06      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| DK Trust                                                                         | DK Trust, Series 2025-LXP, Class A                                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      159000 | PA      | $159000.00    | 0.02%             | 2037-08-15      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3634000 | PA      | $2319514.06   | 0.24%             | 2049-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Flourishing Trade & Investment Ltd.                                              | Flourishing Trade & Investment Ltd.                                                                               | CUSIP: 343427AA8<br>LEI: 894500SZ5TN63ZJ0Y632 | Long             | DBT              | CORP              | MU        |      716175 | PA      | $748402.88    | 0.08%             | 2028-04-02      | Fixed         | 11.04%                | No            | 3                  | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                   | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      254000 | PA      | $167561.33    | 0.02%             | 2051-03-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class A                                 | CUSIP: 46593KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $363494.38    | 0.04%             | 2039-11-09      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |         466 | PA      | $-31.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      216928 | PA      | $177769.13    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Stillwater Mining Co.                                                            | Stillwater Mining Co.                                                                                             | CUSIP: N/A<br>LEI: 6354007DPCY4ZN2MRR73       | Long             | DBT              | CORP              | US        |      374000 | PA      | $348053.75    | 0.04%             | 2029-11-16      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1120854 | PA      | $-1243.63     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Weatherford International Ltd.                                                   | Weatherford International Ltd.                                                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |      100000 | PA      | $102225.10    | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8394 | PA      | $7660.21      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2285289 | PA      | $4323.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| E.ON International Finance BV                                                    | E.ON International Finance BV                                                                                     | CUSIP: N/A<br>LEI: 549300TG53AWJ719M814       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $349907.63    | 0.04%             | 2035-09-03      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NGPL PipeCo LLC                                                                  | NGPL PipeCo LLC                                                                                                   | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |      938000 | PA      | $849670.67    | 0.09%             | 2031-07-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                  | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      393000 | PA      | $357656.02    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ashford Hospitality Trust                                                        | Ashford Hospitality Trust, Series 2018-ASHF, Class D                                                              | CUSIP: 04410RAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       19000 | PA      | $18881.25     | 0.00%             | 2035-04-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management SA                                                                                          | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |      395000 | PA      | $421662.50    | 0.04%             | 2032-05-13      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Carrington Mortgage Loan Trust                                                   | Carrington Mortgage Loan Trust, Series 2006-NC4, Class A3                                                         | CUSIP: 14453MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       14380 | PA      | $14047.73     | 0.00%             | 2036-10-25      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4241000 | PA      | $3037781.90   | 0.32%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1226000 | PA      | $908485.15    | 0.10%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Volkswagen International Finance NV                                              | Volkswagen International Finance NV                                                                               | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $113984.31    | 0.01%             | 2031-03-28      | Variable      | 4.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132WJUD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15380 | PA      | $14021.14     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          70 | PA      | $70.65        | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71337 | PA      | $58015.33     | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Medco Cypress Tree Pte. Ltd.                                                     | Medco Cypress Tree Pte. Ltd.                                                                                      | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |      316000 | PA      | $333380.00    | 0.04%             | 2030-05-19      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Flagstar Financial, Inc.                                                         | Flagstar Financial, Inc.                                                                                          | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |       32083 | NS      | $370558.65    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     4372613 | PA      | $22728.87     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      117000 | PA      | $113972.96    | 0.01%             | 2028-02-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Nomura Asset Acceptance Corp. Alternative Loan Trust                             | Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2007-2, Class A4                                     | CUSIP: 655378AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8075 | PA      | $6780.53      | 0.00%             | 2037-06-25      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X9EC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18327 | PA      | $17439.25     | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Andiron Financing LLC                                                            | Andiron Financing LLC                                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       40000 | PA      | $40000.00     | 0.00%             | 2030-01-21      | Floating      | 7.33%                 | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      522499 | PA      | $542592.59    | 0.06%             | 2053-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Antero Resources Corp.                                                           | Antero Resources Corp.                                                                                            | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239490.62    | 0.03%             | 2029-02-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| OCP Aegis CLO Ltd.                                                               | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                                                                     | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250785.53    | 0.03%             | 2037-01-16      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| Mineral Resources Ltd.                                                           | Mineral Resources Ltd.                                                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      119000 | PA      | $123777.85    | 0.01%             | 2030-05-01      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FEH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         923 | PA      | $928.45       | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12449000 | PA      | $22221.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                       | JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class XC                                              | CUSIP: 46646RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $11227.32     | 0.00%             | 2049-12-15      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| GLP Capital LP                                                                   | GLP Capital LP                                                                                                    | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      570000 | PA      | $570929.10    | 0.06%             | 2033-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6650 | PA      | $6446.70      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2025-8, Class B1                                                                 | CUSIP: 19689DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100750.01    | 0.01%             | 2070-08-25      | Variable      | 7.10%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1600000 | PA      | $804500.00    | 0.08%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Navient Refinance Loan Trust                                                     | Navient Refinance Loan Trust, Series 2025-B, Class A                                                              | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      373000 | PA      | $372169.03    | 0.04%             | 2055-09-15      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QCLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      663683 | PA      | $655445.23    | 0.07%             | 2049-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co.                                                                                                    | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      333000 | PA      | $257084.34    | 0.03%             | 2049-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Adler Financing SARL                                                             | ADLER Financing SARL                                                                                              | CUSIP: N/A<br>LEI: 213800BAQB59IVKP7S93       | Long             | DBT              | CORP              | LU        |       95172 | PA      | $118933.66    | 0.01%             | 2028-12-31      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Canyon CLO Ltd.                                                                  | Canyon CLO Ltd., Series 2020-3A, Class A1R                                                                        | CUSIP: 13876RAN4<br>LEI: 25490032WO5XW3V7KL43 | Long             | ABS-CBDO         | CORP              | KY        |      330000 | PA      | $331176.62    | 0.03%             | 2037-10-15      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138411 | PA      | $119335.81    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2010EE                                                    | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      105000 | PA      | $110718.89    | 0.01%             | 2042-06-15      | Fixed         | 6.01%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class F                                                           | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      141000 | PA      | $140773.00    | 0.01%             | 2042-08-15      | Floating      | 9.65%                 | No            | 2                  | On Loan: No      |
| General Motors Financial Co., Inc.                                               | General Motors Financial Co., Inc.                                                                                | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      101000 | PA      | $104893.58    | 0.01%             | 2034-04-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Garda World Security Corp.                                                       | Garda World Security Corp.                                                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $103659.30    | 0.01%             | 2032-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                               | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |       10000 | PA      | $11592.50     | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Heimstaden Bostad AB                                                             | Heimstaden Bostad AB                                                                                              | CUSIP: N/A<br>LEI: 549300TJR3PR8EXILG79       | Long             | DBT              | CORP              | SE        |      100000 | PA      | $120763.56    | 0.01%             | 2029-12-04      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                 | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      290000 | PA      | $204343.31    | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                           | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       94000 | PA      | $89579.43     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      406671 | PA      | $358009.97    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2023-SHIP, Class E                                                     | CUSIP: 36270GAJ0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |       64000 | PA      | $64459.70     | 0.01%             | 2038-09-10      | Variable      | 7.68%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1226000 | PA      | $700304.61    | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | Duke Energy Carolinas LLC                                                                                         | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      477000 | PA      | $344500.97    | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-MDHS, Class A                                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      644072 | PA      | $644876.74    | 0.07%             | 2041-05-15      | Floating      | 5.79%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      498000 | PA      | $520152.20    | 0.05%             | 2031-02-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 2-Year Note                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          16 | NC      | $165.56       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133L8AU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      174025 | PA      | $161710.22    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TCI-Symphony CLO Ltd.                                                            | TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2                                                                  | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |      391699 | PA      | $392056.00    | 0.04%             | 2032-10-13      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1825700 | PA      | $1032804.19   | 0.11%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc.                                                                                                | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      109000 | PA      | $94830.00     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage Trust                                             | Deephaven Residential Mortgage Trust, Series 2024-1, Class A1                                                     | CUSIP: 24380QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       96148 | PA      | $97126.75     | 0.01%             | 2069-07-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Avianca Midco 2 plc                                                              | Avianca Midco 2 plc                                                                                               | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      277500 | PA      | $276806.25    | 0.03%             | 2028-12-01      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3567001 | PA      | $3169616.24   | 0.33%             | 2052-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Heathrow Finance plc                                                             | Heathrow Finance plc                                                                                              | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $135133.49    | 0.01%             | 2031-03-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| IPD 3 BV                                                                         | IPD 3 BV                                                                                                          | CUSIP: N/A<br>LEI: 724500RBP2J59JMQB629       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $119227.68    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2025-NQM4, Class B1                                                   | CUSIP: 64832FAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $104419.99    | 0.01%             | 2065-07-25      | Variable      | 7.04%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WHXT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100468 | PA      | $91571.23     | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40620 | PA      | $43013.58     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2007-CB6, Class A4                                      | CUSIP: 1248RHAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       30716 | PA      | $20392.55     | 0.00%             | 2037-07-25      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| Meta Platforms, Inc.                                                             | Meta Platforms, Inc.                                                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1183511.36   | 0.12%             | 2062-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      690000 | PA      | $627064.45    | 0.07%             | 2041-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Weekley Homes LLC                                                                | Weekley Homes LLC                                                                                                 | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |       92000 | PA      | $90078.71     | 0.01%             | 2028-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2005-E, Class A1                                                  | CUSIP: 073250BV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       11811 | PA      | $12000.78     | 0.00%             | 2040-12-28      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                            | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44364.90     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      701287 | PA      | $601381.20    | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                      | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class C                                               | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $135732.42    | 0.01%             | 2031-08-20      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      864444 | PA      | $830000.97    | 0.09%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-BA, Class C                                                                | CUSIP: 64032BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $170757.47    | 0.02%             | 2055-05-17      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1111832151 | PA      | $24062.77     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      794500 | PA      | $6474.94      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-CA, Class D                                                                | CUSIP: 64035UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235000 | PA      | $234162.44    | 0.02%             | 2065-06-22      | Fixed         | 5.82%                 | No            | 2                  | On Loan: No      |
| Dowson plc                                                                       | Dowson plc, Series 2024-1, Class F                                                                                | CUSIP: N/A<br>LEI: 635400IRBWDPWKGK1C24       | Long             | ABS-O            | CORP              | GB        |      360000 | PA      | $491347.54    | 0.05%             | 2031-08-20      | Floating      | 10.92%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179QJV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3064 | PA      | $3132.51      | 0.00%             | 2044-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      490613 | PA      | $422293.91    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fantasia Holdings Group Co. Ltd.                                                 | Fantasia Holdings Group Co. Ltd.                                                                                  | CUSIP: N/A<br>LEI: 5493005JQNLB3I01JW62       | Long             | DBT              | CORP              | KY        |      200000 | PA      | $2250.00      | 0.00%             | 2024-04-17      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| FTAI Aviation Investors LLC                                                      | FTAI Aviation Investors LLC                                                                                       | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104605.80    | 0.01%             | 2031-05-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Milford Park CLO Ltd.                                                            | Milford Park CLO Ltd., Series 2022-1A, Class AR                                                                   | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250017.68    | 0.03%             | 2038-01-20      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| Bayview Commercial Asset Trust                                                   | Bayview Commercial Asset Trust, Series 2007-4A, Class A1                                                          | CUSIP: 07326BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52078 | PA      | $49089.74     | 0.01%             | 2037-09-25      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG, Inc.                                                         | Venture Global LNG, Inc.                                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104997.03    | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       18457 | PA      | $18086.59     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      403000 | PA      | $416548.85    | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2133000 | PA      | $1861042.50   | 0.20%             | 2043-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86384 | PA      | $83265.89     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      320412 | PA      | $311630.21    | 0.03%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance SA                                                                                           | CUSIP: N/A<br>LEI: 52990010NH26VC32Q522       | Long             | DBT              | CORP              | LU        |      200000 | PA      | $194000.00    | 0.02%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd.                                             | Greenko Wind Projects Mauritius Ltd.                                                                              | CUSIP: N/A<br>LEI: 254900MSUXE1FF83DP82       | Long             | DBT              | CORP              | MU        |      645000 | PA      | $656932.50    | 0.07%             | 2028-09-27      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                          | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       91000 | PA      | $89323.76     | 0.01%             | 2027-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15661 | PA      | $15048.23     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      372000 | PA      | $378611.72    | 0.04%             | 2040-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| HILT Commercial Mortgage Trust                                                   | HILT Commercial Mortgage Trust, Series 2024-ORL, Class C                                                          | CUSIP: 403956AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      406000 | PA      | $406634.38    | 0.04%             | 2037-05-15      | Floating      | 6.59%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2025-128, Class AG                                               | CUSIP: 38381MZB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      223683 | PA      | $218721.77    | 0.02%             | 2066-07-16      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      114000 | PA      | $113011.98    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      182280 | PA      | $150072.49    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16350 | PA      | $14874.27     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM2, Class A1                                                                            | CUSIP: 693983AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      494182 | PA      | $498695.73    | 0.05%             | 2070-04-25      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                                         | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B2                                                 | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      271502 | PA      | $271906.30    | 0.03%             | 2032-10-20      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12956 | PA      | $12453.41     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36196FZJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15642 | PA      | $14394.44     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Canada 10-Year Bond                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          30 | NC      | $4936.83      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Variable Rate Notes, Series 5516, Class FC                                       | CUSIP: 3137HKBM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5863742 | PA      | $5908128.46   | 0.62%             | 2055-03-25      | Floating      | 5.76%                 | No            | 2                  | On Loan: No      |
| BP Capital Markets America, Inc.                                                 | BP Capital Markets America, Inc.                                                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      649000 | PA      | $658401.50    | 0.07%             | 2033-09-11      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-LIFE, Class A                                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      149000 | PA      | $153456.78    | 0.02%             | 2047-06-13      | Variable      | 6.08%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QE2F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       24569 | PA      | $23355.41     | 0.00%             | 2050-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EMRLD Borrower LP                                                                | EMRLD Borrower LP                                                                                                 | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102794.90    | 0.01%             | 2030-12-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      572300 | PA      | $517283.19    | 0.05%             | 2053-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      407000 | PA      | $433120.99    | 0.05%             | 2029-10-24      | Variable      | 6.48%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2024-11, Class A1                                                                | CUSIP: 03463QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      147742 | PA      | $149136.98    | 0.02%             | 2069-08-25      | Variable      | 5.70%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10390 | PA      | $10653.45     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                                                | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      773000 | PA      | $748595.74    | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                              | CUSIP: N/A<br>LEI: 5493006ORUSIL88JOE18       | Long             | DBT              | CORP              | US        |      400000 | PA      | $501884.58    | 0.05%             | 2031-05-16      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140FG5Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3291 | PA      | $2990.15      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6712 | PA      | $6601.86      | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| 1301 Trust                                                                       | 1301 Trust, Series 2025-1301, Class E                                                                             | CUSIP: 682461AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34000 | PA      | $34239.70     | 0.00%             | 2042-08-11      | Variable      | 7.48%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      269000 | PA      | $248320.63    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Greensaif Pipelines Bidco SARL                                                   | Greensaif Pipelines Bidco SARL                                                                                    | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | LU        |      403000 | PA      | $422755.06    | 0.04%             | 2036-02-23      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Bellis Acquisition Co. plc                                                       | Bellis Acquisition Co. plc                                                                                        | CUSIP: N/A<br>LEI: 259400CYE2267UB4A481       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $119151.41    | 0.01%             | 2031-07-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| EFMT                                                                             | EFMT, Series 2025-INV3, Class A1                                                                                  | CUSIP: 26847NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      584201 | PA      | $587804.59    | 0.06%             | 2070-07-25      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      574000 | PA      | $391586.20    | 0.04%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      305000 | PA      | $312644.33    | 0.03%             | 2030-07-23      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                                   | Upgrade Master Pass-Thru Trust, Series 2025-ST5, Class B                                                          | CUSIP: 91535BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100293.52    | 0.01%             | 2032-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC                                                                                          | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      506000 | PA      | $346983.24    | 0.04%             | 2049-09-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2018000 | PA      | $1914839.48   | 0.20%             | 2029-06-01      | Variable      | 2.07%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1997-3, Class M1                                                                    | CUSIP: 393505TZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        8778 | PA      | $8926.17      | 0.00%             | 2028-03-15      | Variable      | 7.53%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                  | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $94441.47     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners XVI Ltd.                                             | Octagon Investment Partners XVI Ltd., Series 2013-1A, Class A1R                                                   | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       73565 | PA      | $73620.45     | 0.01%             | 2030-07-17      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1908482 | PA      | $-4694.01     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      406000 | PA      | $265644.53    | 0.03%             | 2049-11-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Dewolf Park CLO Ltd.                                                             | Dewolf Park CLO Ltd., Series 2017-1A, Class AR                                                                    | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       86498 | PA      | $86595.23     | 0.01%             | 2030-10-15      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      123128 | PA      | $113843.56    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1902000 | PA      | $-2697.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       65792 | PA      | $60949.85     | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133B2Y29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      358245 | PA      | $275256.67    | 0.03%             | 2052-01-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19722 | PA      | $19022.47     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2025-SPOT, Class A                                                           | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      139766 | PA      | $140028.33    | 0.01%             | 2040-04-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      323000 | PA      | $342023.02    | 0.04%             | 2032-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                    | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       92000 | PA      | $89699.69     | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      833995 | PA      | $688089.20    | 0.07%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      331533 | PA      | $336471.57    | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Medco Laurel Tree Pte. Ltd.                                                      | Medco Laurel Tree Pte. Ltd.                                                                                       | CUSIP: N/A<br>LEI: 254900SX7FFGRREZD046       | Long             | DBT              | CORP              | SG        |      400000 | PA      | $403800.00    | 0.04%             | 2028-11-12      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         552 | PA      | $535.37       | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 1A1                                                       | CUSIP: 68402VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       57536 | PA      | $49472.52     | 0.01%             | 2037-01-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| CNX Resources Corp.                                                              | CNX Resources Corp.                                                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      306000 | PA      | $317452.61    | 0.03%             | 2032-03-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WQPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4104 | PA      | $4044.58      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8657 | PA      | $8214.57      | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                                                         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      616000 | PA      | $620593.27    | 0.07%             | 2030-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |    21127000 | PA      | $63486.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      479000 | PA      | $495582.81    | 0.05%             | 2034-04-25      | Variable      | 5.29%                 | No            | 2                  | On Loan: No      |
| Lehman Brothers Holdings, Inc.                                                   | Lehman Brothers Holdings, Inc.                                                                                    | CUSIP: N/A<br>LEI: 549300FDK6ZP3YIHRJ47       | Long             | DBT              | CORP              | US        |     1025000 | PA      | $0.10         | 0.00%             | 2017-12-28      | Fixed         | 6.75%                 | No            | 3                  | On Loan: No      |
| Ambac Assurance Corp.                                                            | Ambac Assurance Corp.                                                                                             | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |       14845 | PA      | $18556.62     | 0.00%             | 2174-06-07      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $36789.81     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417GWY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36648 | PA      | $33703.12     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2016-UBS9, Class XD                                                        | CUSIP: 61766CAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $20663.61     | 0.00%             | 2049-03-15      | Variable      | 1.70%                 | No            | 2                  | On Loan: No      |
| Republic Finance Issuance Trust                                                  | Republic Finance Issuance Trust, Series 2024-B, Class A                                                           | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      465000 | PA      | $473494.29    | 0.05%             | 2037-11-20      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Reynolds American, Inc.                                                          | Reynolds American, Inc.                                                                                           | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |       51000 | PA      | $55166.61     | 0.01%             | 2041-08-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       98278 | PA      | $80037.00     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1299904.39   | 0.14%             | 2030-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2389200 | PA      | $2217662.89   | 0.23%             | 2044-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| M/I Homes, Inc.                                                                  | M/I Homes, Inc.                                                                                                   | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |         386 | NS      | $55753.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JetBlue Pass-Through Trust                                                       | JetBlue Pass-Through Trust, Series 2019-1, Class AA                                                               | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29758 | PA      | $26357.67     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0306A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3400000 | PA      | $-2985883.98  | -0.31%            | 2055-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    16222000 | PA      | $-38480.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10913 | PA      | $10621.93     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                                   | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                                                         | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250195.78    | 0.03%             | 2038-04-23      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-17, Class A6                                                         | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       12019 | PA      | $5232.33      | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd.                                                                | CIFC Funding Ltd., Series 2018-1A, Class BR                                                                       | CUSIP: 17181NAG9<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      860000 | PA      | $863560.49    | 0.09%             | 2038-01-18      | Floating      | 6.03%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2958000 | PA      | $2640240.31   | 0.28%             | 2055-10-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust, Series 2017-1MKT, Class XNCP                                                              | CUSIP: 68245HAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      312390 | PA      | $823.68       | 0.00%             | 2032-02-10      | Variable      | 0.22%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $914344.63    | 0.10%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  1158897844 | PA      | $-2286.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2007-1, Class A1                                                      | CUSIP: 02660BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49088 | PA      | $16842.98     | 0.00%             | 2047-02-25      | Floating      | 4.85%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DPF86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      328900 | PA      | $329652.45    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XPQK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      788837 | PA      | $696391.22    | 0.07%             | 2052-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      543138 | PA      | $560092.63    | 0.06%             | 2053-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ashton Woods USA LLC                                                             | Ashton Woods USA LLC                                                                                              | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $89934.57     | 0.01%             | 2030-04-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                                             | Owens-Brockway Glass Container, Inc.                                                                              | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101797.60    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5169 | PA      | $5446.83      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Citicorp Mortgage Securities Trust                                               | Citicorp Mortgage Securities Trust, Series 2007-9, Class 1A1                                                      | CUSIP: 17313VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28444 | PA      | $26927.08     | 0.00%             | 2037-12-25      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Becton Dickinson & Co.                                                           | Becton Dickinson & Co.                                                                                            | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      171000 | PA      | $175590.60    | 0.02%             | 2029-06-07      | Fixed         | 5.08%                 | No            | 2                  | On Loan: No      |
| 1345T                                                                            | 1345T, Series 2025-AOA, Class A                                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      255000 | PA      | $255637.50    | 0.03%             | 2042-06-15      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       48429 | PA      | $39678.29     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QDYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      238559 | PA      | $227435.72    | 0.02%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      288234 | PA      | $297210.16    | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Oaktree CLO Ltd.                                                                 | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                                        | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250026.50    | 0.03%             | 2035-01-15      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      140910 | PA      | $121783.64    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XXI Ltd.                                                            | Symphony CLO XXI Ltd., Series 2019-21A, Class AR2                                                                 | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |      237084 | PA      | $236989.08    | 0.02%             | 2032-07-15      | Floating      | 5.22%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      157000 | PA      | $143395.15    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100093 | PA      | $94809.38     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      555682 | PA      | $565756.18    | 0.06%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ALJW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6640 | PA      | $6800.59      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Nidda Healthcare Holding GmbH                                                    | Nidda Healthcare Holding GmbH                                                                                     | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $119380.49    | 0.01%             | 2030-10-23      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Republic of Peru                                                                 | Republic of Peru                                                                                                  | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      636000 | PA      | $454263.00    | 0.05%             | 2051-03-10      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| Miltonia Mortgage Finance SRL                                                    | Miltonia Mortgage Finance SRL, Series 1, Class B                                                                  | CUSIP: N/A<br>LEI: 815600BC278905BA4594       | Long             | ABS-MBS          | CORP              | IT        |      100000 | PA      | $117435.76    | 0.01%             | 2062-04-28      | Floating      | 3.25%                 | No            | 2                  | On Loan: No      |
| BAHA Trust                                                                       | BAHA Trust, Series 2024-MAR, Class B                                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      223000 | PA      | $232324.57    | 0.02%             | 2041-12-10      | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| Iron Mountain, Inc.                                                              | Iron Mountain, Inc.                                                                                               | CUSIP: N/A<br>LEI: SQL3F6CKNNBM3SQGHX24       | Long             | DBT              | CORP              | US        |      100000 | PA      | $117664.00    | 0.01%             | 2034-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       54803 | PA      | $52798.63     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131303 | PA      | $127354.28    | 0.01%             | 2033-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15497 | PA      | $14889.91     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16647 | PA      | $15772.89     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Asbury Automotive Group, Inc.                                                    | Asbury Automotive Group, Inc.                                                                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96023.24     | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                        | Towd Point Mortgage Trust, Series 2025-CRM1, Class A1                                                             | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1578031 | PA      | $1596033.96   | 0.17%             | 2065-01-25      | Variable      | 5.80%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      230000 | PA      | $209525.43    | 0.02%             | 2032-04-22      | Variable      | 2.69%                 | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                          | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      195000 | PA      | $205273.51    | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1398004 | PA      | $1196362.38   | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | SOP                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    13059000 | PA      | $814.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLST4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91355 | PA      | $87005.30     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                  | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      406000 | PA      | $470007.26    | 0.05%             | 2064-05-01      | Fixed         | 7.01%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1880 | PA      | $1792.06      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Sasol Financing USA LLC                                                          | Sasol Financing USA LLC                                                                                           | CUSIP: N/A<br>LEI: 549300XRB1PFMESFEL85       | Long             | DBT              | CORP              | US        |      331000 | PA      | $343412.50    | 0.04%             | 2029-05-03      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Corp. Trust                                               | GS Mortgage Securities Corp. Trust, Series 2017-GPTX, Class A                                                     | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       84854 | PA      | $74632.69     | 0.01%             | 2034-05-10      | Fixed         | 2.86%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       60000 | PA      | $49305.27     | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC                                                                 | CCO Holdings LLC                                                                                                  | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $99328.47     | 0.01%             | 2027-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2024-1A, Class A                                                | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      256651 | PA      | $260004.97    | 0.03%             | 2046-10-20      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63377 | PA      | $60908.69     | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5669 | PA      | $5409.34      | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       59920 | PA      | $57793.00     | 0.01%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      122788 | PA      | $114178.25    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4033000 | PA      | $3249647.66   | 0.34%             | 2055-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      154000 | PA      | $153587.00    | 0.02%             | 2037-05-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 2A1                                                       | CUSIP: 68402VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      137424 | PA      | $119202.77    | 0.01%             | 2037-01-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Note                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |          56 | NC      | $10847.13     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1139000 | PA      | $1165464.55   | 0.12%             | 2028-04-22      | Variable      | 5.71%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      333347 | PA      | $273177.66    | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HarborView Mortgage Loan Trust                                                   | HarborView Mortgage Loan Trust, Series 2007-4, Class 2A2                                                          | CUSIP: 41164YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       69333 | PA      | $67351.98     | 0.01%             | 2037-07-19      | Floating      | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XCGT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      677875 | PA      | $553686.31    | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      145000 | PA      | $146471.44    | 0.02%             | 2036-09-11      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2007-9, Class A11                                                         | CUSIP: 12544XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       31238 | PA      | $14530.84     | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2023-1, Class M5                                                   | CUSIP: 92259VAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       77941 | PA      | $75030.06     | 0.01%             | 2053-01-25      | Variable      | 9.64%                 | No            | 2                  | On Loan: No      |
| Regional Management Issuance Trust                                               | Regional Management Issuance Trust, Series 2024-2, Class A                                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100861.18    | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      152000 | PA      | $118471.19    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| USA Compression Partners LP                                                      | USA Compression Partners LP                                                                                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $8030.60      | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       67851 | PA      | $63951.64     | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5618000 | PA      | $5587770.55   | 0.59%             | 2055-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CVR Energy, Inc.                                                                 | CVR Energy, Inc.                                                                                                  | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102205.80    | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Banc of America Funding Trust                                                    | Banc of America Funding Trust, Series 2014-R2, Class 1C                                                           | CUSIP: 05968KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      114402 | PA      | $39160.60     | 0.00%             | 2036-11-26      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| RALI Trust                                                                       | RALI Trust, Series 2007-QH9, Class A1                                                                             | CUSIP: 749241AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18904 | PA      | $15765.18     | 0.00%             | 2037-11-25      | Variable      | 4.17%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-557.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2025-8, Class A1                                                                 | CUSIP: 19689DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197208 | PA      | $198850.72    | 0.02%             | 2070-08-25      | Variable      | 5.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       68705 | PA      | $64023.55     | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1128000 | PA      | $1292913.94   | 0.14%             | 2053-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77022 | PA      | $74320.47     | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      256000 | PA      | $267838.00    | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       77130 | PA      | $76702.16     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2023-2, Class B1                                                               | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289000 | PA      | $290743.68    | 0.03%             | 2068-03-25      | Variable      | 7.44%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13021 | PA      | $12263.85     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2021-5, Class A1                                                                 | CUSIP: 12598RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216393 | PA      | $195349.82    | 0.02%             | 2066-11-26      | Variable      | 1.73%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                           | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      516000 | PA      | $504132.00    | 0.05%             | 2028-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      111000 | PA      | $70888.57     | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WH3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      176329 | PA      | $160224.52    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2633000 | PA      | $690.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Carnival Corp.                                                                   | Carnival Corp.                                                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      585000 | PA      | $595341.63    | 0.06%             | 2032-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                         | Retained Vantage Data Centers Issuer LLC, Series 2025-1A, Class A2A                                               | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      348000 | PA      | $349016.75    | 0.04%             | 2050-08-15      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP3, Class XC                                 | CUSIP: 46590RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $4421.52      | 0.00%             | 2049-08-15      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                  | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      590000 | PA      | $585037.99    | 0.06%             | 2029-06-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Rad CLO 15 Ltd.                                                                  | Rad CLO 15 Ltd., Series 2021-15A, Class A1AR                                                                      | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251173.80    | 0.03%             | 2040-07-20      | Floating      | 5.70%                 | No            | 2                  | On Loan: No      |
| AEP Texas, Inc.                                                                  | AEP Texas, Inc.                                                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       59000 | PA      | $40577.17     | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                           | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3288.58      | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2025-NQM2, Class A1                                                       | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      369492 | PA      | $373042.24    | 0.04%             | 2064-11-25      | Variable      | 5.68%                 | No            | 2                  | On Loan: No      |
| Japan                                                                            | Japan Government Bond                                                                                             | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   202750000 | PA      | $1195030.18   | 0.13%             | 2055-03-20      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                      | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      340000 | PA      | $332026.77    | 0.04%             | 2044-07-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental LLC                                                                                        | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97516.29     | 0.01%             | 2029-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                               | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      452000 | PA      | $457695.59    | 0.05%             | 2029-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust                 | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2006-4, Class 1A1                        | CUSIP: 939344AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       29967 | PA      | $28296.37     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2023-3, Class B1                                                               | CUSIP: 92539GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100373.66    | 0.01%             | 2068-03-25      | Variable      | 7.73%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      112481 | PA      | $110667.36    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      111864 | PA      | $107705.02    | 0.01%             | 2035-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      137000 | PA      | $105746.84    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      298000 | PA      | $270129.50    | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                              | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      709000 | PA      | $728122.17    | 0.08%             | 2035-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| GSAA Home Equity Trust                                                           | GSAA Home Equity Trust, Series 2007-2, Class AF3                                                                  | CUSIP: 3622EUAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23911 | PA      | $4270.72      | 0.00%             | 2037-03-25      | Variable      | 5.92%                 | No            | 2                  | On Loan: No      |
| Cali                                                                             | Cali, Series 2024-SUN, Class A                                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311000 | PA      | $311680.31    | 0.03%             | 2041-07-15      | Floating      | 6.11%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1143750 | PA      | $3081.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| AEP Transmission Co. LLC                                                         | AEP Transmission Co. LLC, Series N                                                                                | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |       50000 | PA      | $31732.24     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      304000 | PA      | $305414.62    | 0.03%             | 2030-09-19      | Variable      | 4.54%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1977 | PA      | $2083.49      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust                                       | BAMLL Commercial Mortgage Securities Trust, Series 2016-SS1, Class XA                                             | CUSIP: 05525JAC7<br>LEI: 5493002AJGYQZUG0NT80 | Long             | ABS-MBS          | CORP              | US        |    15000000 | PA      | $217.05       | 0.00%             | 2035-12-15      | Variable      | 0.70%                 | No            | 2                  | On Loan: No      |
| RR 24 Ltd.                                                                       | RR 24 Ltd., Series 2022-24A, Class A1A2                                                                           | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |      500000 | PA      | $501936.05    | 0.05%             | 2037-01-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 5-Year Note                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         462 | NC      | $-200808.59   | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       79044 | PA      | $81786.55     | 0.01%             | 2053-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      426963 | PA      | $440282.58    | 0.05%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA14, Class 1A1                                                               | CUSIP: 02146SAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42614 | PA      | $35541.78     | 0.00%             | 2046-11-25      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Republic of Indonesia                                                            | Republic of Indonesia                                                                                             | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      890000 | PA      | $841050.00    | 0.09%             | 2030-02-14      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2014-181                                                          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      195000 | PA      | $187242.06    | 0.02%             | 2046-08-01      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A7UK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8583 | PA      | $7771.08      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio LLC                                                              | Sirius XM Radio LLC                                                                                               | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99519.81     | 0.01%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Rakuten Group, Inc.                                                              | Rakuten Group, Inc.                                                                                               | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | DBT              | CORP              | JP        |      700000 | PA      | $787125.36    | 0.08%             | 2029-04-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                              | Peninsula Pacific Entertainment LLC, Delayed Draw 1st Lien Term Loan                                              | CUSIP: 70715SAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       41764 | PA      | $41659.35     | 0.00%             | 2032-08-16      | Variable      | 0.00%                 | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GRM72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       68759 | PA      | $71086.36     | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31416BMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       22140 | PA      | $22718.33     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                      | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      343000 | PA      | $344127.61    | 0.04%             | 2026-06-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       69382 | PA      | $67624.01     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Tenneco, Inc.                                                                    | Tenneco, Inc.                                                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      189000 | PA      | $189345.05    | 0.02%             | 2028-11-17      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| MCR Mortgage Trust                                                               | MCR Mortgage Trust, Series 2024-HF1, Class A                                                                      | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      238000 | PA      | $238966.88    | 0.03%             | 2041-12-15      | Floating      | 5.94%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMQ81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      169041 | PA      | $156194.11    | 0.02%             | 2050-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      262327 | PA      | $235413.96    | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF16, Class 2A3                                                   | CUSIP: 320275AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      490444 | PA      | $197722.14    | 0.02%             | 2036-12-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2025-1, Class A1                                                                 | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |      382884 | PA      | $386750.71    | 0.04%             | 2070-01-25      | Variable      | 5.69%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5611 | PA      | $5452.63      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Sandstone Peak II Ltd.                                                           | Sandstone Peak II Ltd., Series 2023-1A, Class A1R                                                                 | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251125.25    | 0.03%             | 2038-07-20      | Floating      | 5.74%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                          | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       66000 | PA      | $67063.59     | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19462000 | PA      | $18875373.48  | 1.99%             | 2055-10-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BFLD Commercial Mortgage Trust                                                   | BFLD Commercial Mortgage Trust, Series 2024-UNIV, Class A                                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $160350.00    | 0.02%             | 2041-11-15      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      664000 | PA      | $651110.78    | 0.07%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HMH Trust                                                                        | HMH Trust, Series 2017-NSS, Class A                                                                               | CUSIP: 40390AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $58800.00     | 0.01%             | 2031-07-05      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3272000 | PA      | $2705151.55   | 0.29%             | 2053-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| iHeartCommunications, Inc.                                                       | iHeartCommunications, Inc.                                                                                        | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89938.62     | 0.01%             | 2029-05-01      | Fixed         | 9.12%                 | No            | 2                  | On Loan: No      |
| BlackRock Liquidity Funds                                                        | BlackRock Liquidity Funds, T-Fund, Institutional Class                                                            | CUSIP: 09248U718<br>LEI: 5493002L9DNZ83RX7V61 | Long             | STIV             | RF                | US        |    16844165 | NS      | $16844165.31  | 1.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10422 | PA      | $10211.30     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    81906246 | PA      | $-8734.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EchoStar Corp.                                                                   | EchoStar Corp., Class A                                                                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |        4941 | NS      | $377294.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| GoldenTree Loan Management US CLO 23 Ltd.                                        | GoldenTree Loan Management US CLO 23 Ltd., Series 2024-23A, Class A                                               | CUSIP: 38139KAC3<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | KY        |      820000 | PA      | $822066.73    | 0.09%             | 2039-01-20      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      127000 | PA      | $101662.07    | 0.01%             | 2062-02-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $947.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Golden Bar Securitisation SRL                                                    | Golden Bar Securitisation SRL, Series 2024-1, Class B                                                             | CUSIP: N/A<br>LEI: 549300GESLGUWWGJRM09       | Long             | ABS-O            | CORP              | IT        |       69802 | PA      | $82720.29     | 0.01%             | 2043-09-22      | Floating      | 3.53%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      218000 | PA      | $180267.33    | 0.02%             | 2049-07-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                                                      | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | CORP              | KZ        |      421000 | PA      | $417796.19    | 0.04%             | 2048-10-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corp.                                                    | Six Flags Entertainment Corp.                                                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100039.60    | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                                               | Nationstar Mortgage Holdings, Inc.                                                                                | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102588.80    | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust, Series 2007-AHL2, Class A3B                                                        | CUSIP: 17312TAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      142307 | PA      | $96131.17     | 0.01%             | 2037-05-25      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| BlackRock Allocation Target Shares                                               | BlackRock Allocation Target Shares - BATS Series A                                                                | CUSIP: 092480706<br>LEI: 5493001N6IPQ853IL862 | Long             |  | RF                | US        |    14408518 | NS      | $138033599.85 | 14.56%            |  |  |  | No            | N/A                | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2091179 | PA      | $1799951.94   | 0.19%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| RCI Banque SA                                                                    | RCI Banque SA                                                                                                     | CUSIP: N/A<br>LEI: 96950001WI712W7PQG45       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $119453.95    | 0.01%             | 2037-03-24      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress LLC                                                         | Duke Energy Progress LLC                                                                                          | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       71000 | PA      | $71284.05     | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| WESCO Distribution, Inc.                                                         | WESCO Distribution, Inc.                                                                                          | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102958.10    | 0.01%             | 2029-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                              | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       44000 | PA      | $45713.10     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Schaeffler AG                                                                    | Schaeffler AG                                                                                                     | CUSIP: N/A<br>LEI: 549300Q7E782X7GC1P43       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122935.63    | 0.01%             | 2031-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1510 | PA      | $1590.79      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4139376 | PA      | $3362049.79   | 0.35%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      469022 | PA      | $387719.90    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      188340 | PA      | $155767.71    | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | Venture Global Calcasieu Pass LLC                                                                                 | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104255.00    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services, Inc.                                                | PennyMac Financial Services, Inc.                                                                                 | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103619.70    | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       92317 | PA      | $85780.77     | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fontainebleau Miami Beach Mortgage Trust                                         | Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class G                                               | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      155000 | PA      | $156263.28    | 0.02%             | 2039-12-15      | Floating      | 9.80%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27884 | PA      | $27950.53     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EKF59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      271038 | PA      | $271608.72    | 0.03%             | 2041-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7377700 | PA      | $7437643.81   | 0.78%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                   | Structured Adjustable Rate Mortgage Loan Trust, Series 2006-3, Class 4A                                           | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34013 | PA      | $17651.19     | 0.00%             | 2036-04-25      | Variable      | 4.06%                 | No            | 2                  | On Loan: No      |
| Lehman XS Trust                                                                  | Lehman XS Trust, Series 2007-20N, Class A1                                                                        | CUSIP: 52525AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10390 | PA      | $10370.31     | 0.00%             | 2037-12-25      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association Variable Rate Notes, Series 2024-P015, Class A1                             | CUSIP: 3137HDJN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89522 | PA      | $89406.07     | 0.01%             | 2032-11-25      | Variable      | 4.45%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A7JB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3488 | PA      | $3152.18      | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50622 | PA      | $48655.63     | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5410.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      599000 | PA      | $549510.09    | 0.06%             | 2033-02-24      | Variable      | 3.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       78661 | PA      | $75736.54     | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Edge Finco plc                                                                   | Edge Finco plc                                                                                                    | CUSIP: N/A<br>LEI: 648835NI8LJE5190NT73       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $143400.08    | 0.02%             | 2031-08-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 3622A24Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       41321 | PA      | $37924.65     | 0.00%             | 2045-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GQKK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       76248 | PA      | $77093.34     | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      116801 | PA      | $105378.04    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Edison International                                                             | Edison International, Series B                                                                                    | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       80000 | PA      | $75798.99     | 0.01%             | 2026-12-15      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                                 | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE5, Class 1A                                       | CUSIP: 93934XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       93805 | PA      | $71574.98     | 0.01%             | 2036-10-25      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                            | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69162.72     | 0.01%             | 2029-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class D                                                                    | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $57065.13     | 0.01%             | 2058-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                            | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      465000 | PA      | $424625.51    | 0.04%             | 2030-06-01      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17807 | PA      | $16367.11     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2491000 | PA      | $1817262.34   | 0.19%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1978606 | PA      | $1638433.50   | 0.17%             | 2041-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37170 | PA      | $34563.84     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    16222000 | PA      | $39497.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1691627.59   | 0.18%             | 2030-04-18      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                                                  | Nissan Motor Acceptance Co. LLC                                                                                   | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104118.79    | 0.01%             | 2028-09-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     4253000 | PA      | $4325358.71   | 0.46%             | 2055-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AGL CLO 44 Ltd.                                                                  | AGL CLO 44 Ltd., Series 2025-44A, Class C                                                                         | CUSIP: 00121RAE4<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249502.00    | 0.03%             | 2037-10-22      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1958 | PA      | $1969.52      | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31427MAL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       43249 | PA      | $44801.87     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      578000 | PA      | $568876.05    | 0.06%             | 2027-05-04      | Variable      | 1.59%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J6D46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      227081 | PA      | $226465.55    | 0.02%             | 2046-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       61307 | PA      | $58965.38     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      581451 | PA      | $499447.66    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust, Series 2017-1MKT, Class XCP                                                               | CUSIP: 68245HAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1561951 | PA      | $4902.49      | 0.00%             | 2032-02-10      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      612000 | PA      | $424059.84    | 0.04%             | 2061-12-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       50994 | PA      | $45191.10     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                            | OneMain Direct Auto Receivables Trust, Series 2025-1A, Class D                                                    | CUSIP: 682684AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101862.56    | 0.01%             | 2037-07-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       52879 | PA      | $50525.83     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| 280 Park Avenue Mortgage Trust                                                   | 280 Park Avenue Mortgage Trust, Series 2017-280P, Class D                                                         | CUSIP: 90205FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98187.50     | 0.01%             | 2034-09-15      | Floating      | 6.05%                 | No            | 2                  | On Loan: No      |
| Washington Mutual Asset-Backed CertificatesTrust                                 | Washington Mutual Asset-Backed CertificatesTrust, Series 2006-HE4, Class 2A2                                      | CUSIP: 93934QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      114903 | PA      | $28743.18     | 0.00%             | 2036-09-25      | Floating      | 4.63%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      106448 | PA      | $108205.13    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63927 | PA      | $59402.07     | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2021-97, Class LI                                                | CUSIP: 38382VHH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1368283 | PA      | $232152.47    | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1689000 | PA      | $1712579.54   | 0.18%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VEGAS Trust                                                                      | VEGAS Trust, Series 2024-TI, Class A                                                                              | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $111638.65    | 0.01%             | 2039-11-10      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88641.83     | 0.01%             | 2029-06-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                                                         | CUSIP: 86765LAZ0<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96284.71     | 0.01%             | 2030-04-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association, Series 2022-85, Class IK                                                | CUSIP: 38383R2G1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      884395 | PA      | $150071.77    | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-CA, Class A1B                                                              | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      368000 | PA      | $367997.64    | 0.04%             | 2065-06-22      | Floating      | 5.71%                 | No            | 2                  | On Loan: No      |
| Sycamore Tree CLO Ltd.                                                           | Sycamore Tree CLO Ltd., Series 2021-1A, Class AR                                                                  | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250989.25    | 0.03%             | 2038-01-20      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     5235934 | PA      | $21390.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Booking Holdings, Inc.                                                           | Booking Holdings, Inc.                                                                                            | CUSIP: 09857LBE7<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      266000 | PA      | $311012.75    | 0.03%             | 2032-11-21      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132JN7C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6117 | PA      | $6093.73      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128MEVG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       72584 | PA      | $71887.54     | 0.01%             | 2031-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1107466 | PA      | $950003.11    | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47048 | PA      | $47901.31     | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      492111 | PA      | $378356.67    | 0.04%             | 2050-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | New York City Municipal Water Finance Authority, Series 2011CC                                                    | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      155000 | PA      | $159454.58    | 0.02%             | 2044-06-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                               | Altria Group, Inc.                                                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      795000 | PA      | $616209.97    | 0.06%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1452208.41   | 0.15%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M6RM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5753 | PA      | $5906.53      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2024-10, Class A1                                                                | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |       88775 | PA      | $89200.61     | 0.01%             | 2069-10-25      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2620500 | PA      | $-13412.10    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17627 | PA      | $16207.03     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       46384 | PA      | $38477.85     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-BRBK, Class D                                                           | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39000 | PA      | $39048.27     | 0.00%             | 2041-10-15      | Floating      | 10.12%                | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       47895 | PA      | $44748.95     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      490000 | PA      | $492787.62    | 0.05%             | 2055-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HJF71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       27537 | PA      | $27392.74     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sesac Finance LLC                                                                | Sesac Finance LLC, Series 2025-1, Class A2                                                                        | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      139000 | PA      | $138448.84    | 0.01%             | 2055-07-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179TNS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       53076 | PA      | $50779.88     | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ARZW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9707 | PA      | $9713.79      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4201 | PA      | $4092.36      | 0.00%             | 2053-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8368 | PA      | $7979.52      | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class D                                                                          | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |      212418 | PA      | $287102.47    | 0.03%             | 2035-02-18      | Floating      | 7.19%                 | No            | 2                  | On Loan: No      |
| UK Logistics DAC                                                                 | UK Logistics DAC, Series 2024-1X, Class A                                                                         | CUSIP: N/A<br>LEI: 635400H22JMICKOJRJ36       | Long             | ABS-MBS          | CORP              | IE        |      100000 | PA      | $134825.55    | 0.01%             | 2034-05-17      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| BAT Capital Corp.                                                                | BAT Capital Corp.                                                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      425000 | PA      | $420567.81    | 0.04%             | 2033-03-22      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Oracle Corp.                                                                     | Oracle Corp.                                                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      554000 | PA      | $556164.26    | 0.06%             | 2055-08-03      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Synchrony Financial                                                              | Synchrony Financial                                                                                               | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1047496.87   | 0.11%             | 2031-03-06      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| Chase Mortgage Finance Trust                                                     | Chase Mortgage Finance Trust, Series 2007-S6, Class 1A1                                                           | CUSIP: 161636AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      653145 | PA      | $255591.88    | 0.03%             | 2037-12-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      178597 | PA      | $168075.52    | 0.02%             | 2044-02-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2168000 | PA      | $2238960.46   | 0.24%             | 2031-01-24      | Variable      | 5.14%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-11CB, Class 3A1                                                               | CUSIP: 12668BWF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47382 | PA      | $21210.02     | 0.00%             | 2036-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate LLC                                                                                 | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103043.24    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1307250 | PA      | $11197.47     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Vistra Operations Co. LLC                                                        | Vistra Operations Co. LLC                                                                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      235000 | PA      | $236350.55    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1003000 | PA      | $993809.62    | 0.10%             | 2026-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     4372613 | PA      | $-15867.62    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      436019 | PA      | $443923.76    | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1081012.81   | 0.11%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21441 | PA      | $20368.75     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0226A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2299600 | PA      | $-1937044.14  | -0.20%            | 2055-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1327000 | PA      | $1318476.84   | 0.14%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| 1301 Trust                                                                       | 1301 Trust, Series 2025-1301, Class A                                                                             | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       55000 | PA      | $55707.82     | 0.01%             | 2042-08-11      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335CCX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       27127 | PA      | $27487.11     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Worldline SA                                                                     | Worldline SA                                                                                                      | CUSIP: N/A<br>LEI: 549300CJMQNCA0U4TS33       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $90878.83     | 0.01%             | 2029-11-27      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2824000 | PA      | $2949630.19   | 0.31%             | 2030-04-22      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| KSL Commercial Mortgage Trust                                                    | KSL Commercial Mortgage Trust, Series 2024-HT2, Class A                                                           | CUSIP: 500937AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      595824 | PA      | $595638.06    | 0.06%             | 2039-12-15      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| GSAMP Trust                                                                      | GSAMP Trust, Series 2007-HS1, Class M6                                                                            | CUSIP: 362429AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       40000 | PA      | $39488.63     | 0.00%             | 2047-02-25      | Floating      | 7.65%                 | No            | 2                  | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding, Series 2025-1X, Class D                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       97105 | PA      | $130600.17    | 0.01%             | 2037-05-17      | Floating      | 7.89%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Federal National Mortgage Association                                                                             | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5484 | PA      | $5320.04      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0304A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      238000 | PA      | $227955.83    | 0.02%             | 2040-10-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-FXD1, Class 3A4                                                       | CUSIP: 68402VAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       39240 | PA      | $38445.57     | 0.00%             | 2037-01-25      | Variable      | 5.86%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Corp.                                                                | FirstEnergy Corp., Series B                                                                                       | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     1107000 | PA      | $1100210.97   | 0.12%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                   | Morgan Stanley Residential Mortgage Loan Trust, Series 2025-DSC2, Class A1                                        | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      776637 | PA      | $782247.45    | 0.08%             | 2070-07-25      | Variable      | 5.44%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1328 | PA      | $1269.04      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5591 | PA      | $5534.89      | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EM3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2046 | PA      | $2118.84      | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      755000 | PA      | $784807.00    | 0.08%             | 2031-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Vedanta Resources Finance II plc                                                 | Vedanta Resources Finance II plc                                                                                  | CUSIP: N/A<br>LEI: 8945002DGA3BBXO3N634       | Long             | DBT              | CORP              | GB        |      319000 | PA      | $333953.13    | 0.04%             | 2029-09-17      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      189788 | PA      | $187974.36    | 0.02%             | 2049-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GRLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      199963 | PA      | $204947.52    | 0.02%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1681400 | PA      | $1346236.55   | 0.14%             | 2044-08-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment, Inc.                                                      | Caesars Entertainment, Inc.                                                                                       | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |        3483 | NS      | $94128.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                       | JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class XA                                             | CUSIP: 46642NBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61505 | PA      | $0.64         | 0.00%             | 2047-09-15      | Variable      | 0.55%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      157255 | PA      | $145438.40    | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XLE95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      378942 | PA      | $383728.54    | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLZ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1244821 | PA      | $1065849.01   | 0.11%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      262757 | PA      | $234994.40    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Amgen, Inc.                                                                      | Amgen, Inc.                                                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      148000 | PA      | $147648.62    | 0.02%             | 2063-03-02      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Vodafone Group plc                                                               | Vodafone Group plc                                                                                                | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $105654.54    | 0.01%             | 2079-04-04      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Mehilainen Yhtiot Oy                                                             | Mehilainen Yhtiot Oy                                                                                              | CUSIP: N/A<br>LEI: 2138006X78HGYRHS5865       | Long             | DBT              | CORP              | FI        |      100000 | PA      | $119895.17    | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PRPM Trust                                                                       | PRPM Trust, Series 2025-NQM3, Class A1                                                                            | CUSIP: 69382NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      605808 | PA      | $610222.79    | 0.06%             | 2070-05-25      | Variable      | 5.61%                 | No            | 2                  | On Loan: No      |
| Vmed O2 UK Financing I plc                                                       | Vmed O2 UK Financing I plc                                                                                        | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $188249.26    | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9272 | PA      | $9317.45      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31335BFU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45951 | PA      | $45530.06     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Midwest Gaming Borrower LLC                                                      | Midwest Gaming Borrower LLC                                                                                       | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       92000 | PA      | $89433.24     | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132JNEF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       19844 | PA      | $18265.06     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132XCSJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       73990 | PA      | $73130.27     | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2871 | PA      | $2707.68      | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      320899 | PA      | $297550.91    | 0.03%             | 2036-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      326000 | PA      | $301704.66    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKWK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19836 | PA      | $19144.22     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CAFL Issuer LLC                                                                  | CAFL Issuer LLC, Series 2024-RTL1, Class A1                                                                       | CUSIP: 12770DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      173000 | PA      | $175401.10    | 0.02%             | 2031-11-28      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO XXXVII Ltd.                                          | Benefit Street Partners CLO XXXVII Ltd., Series 2024-37A, Class A                                                 | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003080.00   | 0.11%             | 2038-01-25      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| TAGUS-Sociedade de Titularizacao de Creditos SA                                  | TAGUS - Sociedade de Titularizacao de Creditos SA, Series 2, Class D                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | PT        |      100000 | PA      | $119120.87    | 0.01%             | 2042-10-27      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-6, Class M4                                                   | CUSIP: 92261BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       99181 | PA      | $100304.48    | 0.01%             | 2054-12-25      | Variable      | 9.67%                 | No            | 2                  | On Loan: No      |
| Grand City Properties SA                                                         | Grand City Properties SA                                                                                          | CUSIP: N/A<br>LEI: 5299002QLUYKK2WBMB18       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $114811.62    | 0.01%             | 2026-03-09      | Variable      | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138M5G37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9397 | PA      | $9403.50      | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |    81122416 | PA      | $9488.44      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-380.27      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| AbbVie, Inc.                                                                     | AbbVie, Inc.                                                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46371.53     | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2094800 | PA      | $2102655.50   | 0.22%             | 2027-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100238 | PA      | $82200.77     | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| State of California                                                              | State of California, Series 2009                                                                                  | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |       65000 | PA      | $78568.22     | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      173000 | PA      | $180258.61    | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |   702945000 | PA      | $-5327.42     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      452000 | PA      | $368927.34    | 0.04%             | 2043-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      263000 | PA      | $279533.75    | 0.03%             | 2029-11-01      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| Mariner Finance Issuance Trust                                                   | Mariner Finance issuance Trust, Series 2025-AA, Class A                                                           | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      176000 | PA      | $177932.99    | 0.02%             | 2038-05-20      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3991000 | PA      | $4026233.03   | 0.42%             | 2028-02-29      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKWL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42696 | PA      | $41114.20     | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1234000 | PA      | $1215173.05   | 0.13%             | 2028-12-20      | Variable      | 3.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QU2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1540746 | PA      | $1595135.16   | 0.17%             | 2054-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Gray Media, Inc.                                                                 | Gray Media, Inc.                                                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102163.80    | 0.01%             | 2032-07-15      | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      551000 | PA      | $480570.21    | 0.05%             | 2032-02-13      | Variable      | 1.79%                 | No            | 2                  | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                             | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                                                      | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      468000 | PA      | $467255.37    | 0.05%             | 2033-09-26      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      651000 | PA      | $643823.11    | 0.07%             | 2027-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Matador Resources Co.                                                            | Matador Resources Co.                                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100469.90    | 0.01%             | 2033-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                              | Peninsula Pacific Entertainment LLC, 1st Lien Term Loan B                                                         | CUSIP: 70715SAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      178192 | PA      | $177746.56    | 0.02%             | 2032-08-16      | Variable      | 8.63%                 | No            | 3                  | On Loan: No      |
| BX Trust                                                                         | BX Trust, Series 2025-VLT6, Class A                                                                               | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1123832 | PA      | $1123480.80   | 0.12%             | 2042-03-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | FR        |      509000 | PA      | $-5578.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DIRECTV Financing LLC                                                            | DIRECTV Financing LLC, 1st Lien Term Loan B                                                                       | CUSIP: 25460HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      175630 | PA      | $171458.79    | 0.02%             | 2031-02-17      | Variable      | 9.81%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QANL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      753822 | PA      | $749636.57    | 0.08%             | 2049-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Alstria Office AG                                                                | Alstria Office AG                                                                                                 | CUSIP: N/A<br>LEI: 529900QIJIGPI0DRL085       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122080.07    | 0.01%             | 2031-03-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Equinix, Inc.                                                                    | Equinix, Inc.                                                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      729000 | PA      | $657054.98    | 0.07%             | 2031-05-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Generate CLO 19 Ltd.                                                             | Generate CLO 19 Ltd., Series 2025-19A, Class A                                                                    | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250886.53    | 0.03%             | 2036-04-22      | Floating      | 5.56%                 | No            | 2                  | On Loan: No      |
| Aethon I LP                                                                      | Aethon I LP                                                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      166405 | PA      | $165156.54    | 0.02%             | 2027-01-10      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         302 | PA      | $294.95       | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140FCTM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36324 | PA      | $33107.32     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      253605 | PA      | $208035.96    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      420134 | PA      | $401198.84    | 0.04%             | 2049-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-1, Class A                                                    | CUSIP: 92261CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      124009 | PA      | $125525.99    | 0.01%             | 2054-01-25      | Variable      | 6.55%                 | No            | 2                  | On Loan: No      |
| Home Equity Mortgage Trust                                                       | Home Equity Mortgage Trust, Series 2006-2, Class 1A1                                                              | CUSIP: 225470W25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       47849 | PA      | $4312.91      | 0.00%             | 2036-07-25      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| Allwyn Entertainment Financing UK plc                                            | Allwyn Entertainment Financing UK plc                                                                             | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $114034.62    | 0.01%             | 2031-02-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143396 | PA      | $138391.54    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4684 | PA      | $4618.36      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QK2B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      525416 | PA      | $457045.82    | 0.05%             | 2041-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0404A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      337000 | PA      | $331404.01    | 0.03%             | 2040-10-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      153494 | PA      | $141862.50    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2024-5, Class A                                                    | CUSIP: 92261ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81519 | PA      | $81933.29     | 0.01%             | 2054-10-25      | Variable      | 5.49%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-PURE, Class A                                                           | CUSIP: 74625PAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57555 | PA      | $41740.08     | 0.00%             | 2041-11-15      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| Vedanta Holdings Mauritius II Ltd.                                               | Vedanta Holdings Mauritius II Ltd., 1st Lien Term Loan                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       97680 | PA      | $97680.02     | 0.01%             | 2030-12-01      | Variable      | 18.00%                | No            | 3                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      426000 | PA      | $446290.15    | 0.05%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2760000 | PA      | $2516060.30   | 0.27%             | 2055-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SoFi Consumer Loan Program Trust                                                 | SoFi Consumer Loan Program Trust, Series 2025-1, Class A                                                          | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      696255 | PA      | $699734.30    | 0.07%             | 2034-02-27      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Los Angeles Community College District                                           | Los Angeles Community College District, Series 2010E                                                              | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      110000 | PA      | $120578.08    | 0.01%             | 2042-08-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2726000 | PA      | $2251505.63   | 0.24%             | 2053-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      487057 | PA      | $419511.73    | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1044000 | PA      | $1026016.97   | 0.11%             | 2032-02-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| American Axle & Manufacturing, Inc.                                              | American Axle & Manufacturing, Inc.                                                                               | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95027.97     | 0.01%             | 2029-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PG&E Corp.                                                                       | PG&E Corp.                                                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1621000 | PA      | $1665334.43   | 0.18%             | 2055-03-15      | Variable      | 7.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138XQL58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7464 | PA      | $7326.97      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      187000 | PA      | $185158.17    | 0.02%             | 2029-12-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Brenntag Finance BV                                                              | Brenntag Finance BV                                                                                               | CUSIP: N/A<br>LEI: 724500LOJA6NM43PH951       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $350895.33    | 0.04%             | 2031-10-02      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Birch Grove CLO 13 Ltd.                                                          | Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1                                                                | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250652.63    | 0.03%             | 2038-10-23      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | HICPXT                                                                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      539220 | PA      | $-2362.34     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |     6913459 | PA      | $58698.39     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2906500 | PA      | $3007319.22   | 0.32%             | 2031-12-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      746783 | PA      | $644479.49    | 0.07%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         923 | PA      | $928.91       | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       64853 | PA      | $52976.30     | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Lyra Music Assets Delaware LP                                                    | Lyra Music Assets Delaware LP, Series 2025-1A, Class A2                                                           | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |      188000 | PA      | $190117.95    | 0.02%             | 2065-09-20      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      138136 | PA      | $111935.20    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                                                                      | FIGRE Trust, Series 2024-SL1, Class A1                                                                            | CUSIP: 31684JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      181311 | PA      | $184017.27    | 0.02%             | 2053-07-25      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1981000 | PA      | $1844728.87   | 0.19%             | 2028-08-31      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QHPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       82813 | PA      | $74714.28     | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| OHA Loan Funding Ltd.                                                            | OHA Loan Funding Ltd., Series 2013-2A, Class AR2                                                                  | CUSIP: 67104LAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $750000.00    | 0.08%             | 2038-10-20      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      172387 | PA      | $178941.50    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2263 | PA      | $2127.35      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Vonovia SE                                                                       | Vonovia SE, Series B                                                                                              | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $117763.79    | 0.01%             | 2032-05-20      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2653717 | PA      | $22856.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| California Resources Corp.                                                       | California Resources Corp.                                                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70511.25     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Euro-Bund                                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |          22 | NC      | $6433.52      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66998 | PA      | $62190.36     | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | TRSIBOXX                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     7074531 | PA      | $-1660.82     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10437 | PA      | $10127.36     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AMC Networks, Inc.                                                               | AMC Networks, Inc., Class A                                                                                       | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |        7408 | NS      | $61041.92     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AES Corp. (The)                                                                  | AES Corp. (The)                                                                                                   | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98137.51     | 0.01%             | 2055-07-15      | Variable      | 6.95%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      288000 | PA      | $207430.81    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      143832 | PA      | $144975.31    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140E42P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1574 | PA      | $1534.54      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mariner Finance issuance Trust                                                   | Mariner Finance issuance Trust, Series 2024-BA, Class A                                                           | CUSIP: 56847GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      338000 | PA      | $343009.26    | 0.04%             | 2038-11-20      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57391 | PA      | $59180.77     | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co. (The)                                                                 | Boeing Co. (The)                                                                                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        1700 | NS      | $118269.00    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldstory SAS                                                                    | Goldstory SAS                                                                                                     | CUSIP: N/A<br>LEI: 969500NWR67ONUJD4A26       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121907.78    | 0.01%             | 2030-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7976 | PA      | $7739.93      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417F4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21409 | PA      | $19673.08     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DPCT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      153980 | PA      | $154332.86    | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      280622 | PA      | $287841.62    | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Mohegan Tribal Gaming Authority                                                  | Mohegan Tribal Gaming Authority                                                                                   | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104819.70    | 0.01%             | 2031-04-15      | Fixed         | 11.88%                | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36241KXQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5797 | PA      | $5938.83      | 0.00%             | 2038-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3228000 | PA      | $3147930.46   | 0.33%             | 2027-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      414466 | PA      | $318453.57    | 0.03%             | 2052-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4300.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Prosus NV                                                                        | Prosus NV                                                                                                         | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |      438000 | PA      | $420637.68    | 0.04%             | 2032-01-19      | Fixed         | 4.19%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1161778 | PA      | $1192420.48   | 0.13%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Affirm Master Trust                                                              | Affirm Master Trust, Series 2025-1A, Class B                                                                      | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100721.75    | 0.01%             | 2033-02-15      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $2291515.65   | 0.24%             | 2028-04-23      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3484 | PA      | $3429.42      | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Gartner, Inc.                                                                    | Gartner, Inc.                                                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1522465.60   | 0.16%             | 2028-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                          | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      216000 | PA      | $217213.70    | 0.02%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15429 | PA      | $14899.30     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QHP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18331 | PA      | $17391.71     | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3131YA6L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      466464 | PA      | $419816.68    | 0.04%             | 2048-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Lufthansa AG                                                            | Deutsche Lufthansa AG                                                                                             | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $121146.49    | 0.01%             | 2055-01-15      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| Orbia Advance Corp. SAB de CV                                                    | Orbia Advance Corp. SAB de CV                                                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      404000 | PA      | $420061.02    | 0.04%             | 2030-05-13      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| LCM 26 Ltd.                                                                      | LCM 26 Ltd., Series 26A, Class A1                                                                                 | CUSIP: 50200FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        1153 | PA      | $1153.30      | 0.00%             | 2031-01-20      | Floating      | 5.66%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      173825 | PA      | $165715.46    | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1380658 | PA      | $1189186.28   | 0.13%             | 2052-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2024-6, Class A1                                                                 | CUSIP: 19688XAA4<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-MBS          | CORP              | US        |       92695 | PA      | $93196.86     | 0.01%             | 2069-11-25      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1535800 | PA      | $824052.69    | 0.09%             | 2050-11-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         439 | PA      | $429.16       | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X9PE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71596 | PA      | $68116.34     | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133C65U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      114392 | PA      | $116069.93    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMR23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       28456 | PA      | $27411.59     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      493705 | PA      | $424145.15    | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OA16, Class A4C                                                               | CUSIP: 23242GAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100258 | PA      | $75010.18     | 0.01%             | 2046-10-25      | Floating      | 4.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6391 | PA      | $6327.05      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      410000 | PA      | $407803.30    | 0.04%             | 2038-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Group 1 Automotive, Inc.                                                         | Group 1 Automotive, Inc.                                                                                          | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97181.13     | 0.01%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Cogent Communications Group LLC                                                  | Cogent Communications Group LLC                                                                                   | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97148.55     | 0.01%             | 2032-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Star Energy Geothermal Wayang Windu Ltd.                                         | Star Energy Geothermal Wayang Windu Ltd.                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | VG        |      136900 | PA      | $141434.81    | 0.01%             | 2033-04-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      271000 | PA      | $259893.63    | 0.03%             | 2044-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| NYC Trust                                                                        | NYC Trust, Series 2024-3ELV, Class A                                                                              | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100446.05    | 0.01%             | 2029-08-15      | Floating      | 6.14%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                      | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      581489 | PA      | $611449.41    | 0.06%             | 2037-09-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| GGAM Finance Ltd.                                                                | GGAM Finance Ltd.                                                                                                 | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      100000 | PA      | $105845.40    | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140X8MY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100887 | PA      | $87216.77     | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-OC10, Class 2A3                                                               | CUSIP: 23245FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       54222 | PA      | $49080.40     | 0.01%             | 2036-11-25      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| Puma International Financing SA                                                  | Puma International Financing SA                                                                                   | CUSIP: N/A<br>LEI: 222100YFBPO7IDRUBR17       | Long             | DBT              | CORP              | LU        |      400000 | PA      | $412084.00    | 0.04%             | 2029-04-25      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust, Series 2025-SBX, Class B                                                                     | CUSIP: 20047UAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       93000 | PA      | $93441.69     | 0.01%             | 2041-08-10      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2005-RP1, Class 1AF                                                             | CUSIP: 36242DXG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24762 | PA      | $21700.60     | 0.00%             | 2035-01-25      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp.                                                            | Bank of America Corp.                                                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       53000 | PA      | $47011.14     | 0.00%             | 2032-07-21      | Variable      | 2.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMZU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      397040 | PA      | $339769.31    | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CWHEQ Revolving Home Equity Loan Trust                                           | CWHEQ Revolving Home Equity Loan Trust, Series 2005-B, Class 2A                                                   | CUSIP: 126685AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         701 | PA      | $696.33       | 0.00%             | 2035-05-15      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | Sabine Pass Liquefaction LLC                                                                                      | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1687867.15   | 0.18%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33758836 | PA      | $34487610.61  | 3.64%             | 2055-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Rain City Mortgage Trust                                                         | Rain City Mortgage Trust, Series 2024-RTL1, Class A1                                                              | CUSIP: 75079KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $101234.01    | 0.01%             | 2029-11-25      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73465 | PA      | $73049.86     | 0.01%             | 2045-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133L8KJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      154491 | PA      | $143408.15    | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Soundview Home Loan Trust                                                        | Soundview Home Loan Trust, Series 2004-WMC1, Class M2                                                             | CUSIP: 83611MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1021 | PA      | $874.79       | 0.00%             | 2035-01-25      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4309000 | PA      | $4050796.62   | 0.43%             | 2028-05-31      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                       | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     1683000 | PA      | $1623031.44   | 0.17%             | 2031-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      548854 | PA      | $447991.04    | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1736000 | PA      | $1310951.25   | 0.14%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CGR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4396000 | PA      | $4410733.46   | 0.47%             | 2026-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe BV                                                             | Telefonica Europe BV                                                                                              | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $131097.36    | 0.01%             | 2031-06-07      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307QBA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2200 | PA      | $2169.23      | 0.00%             | 2031-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JetBlue Airways Corp.                                                            | JetBlue Airways Corp.                                                                                             | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $101427.20    | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      914000 | PA      | $790761.39    | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16587 | PA      | $16019.98     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     1040000 | PA      | $1511.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       71927 | PA      | $70349.36     | 0.01%             | 2031-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      429000 | PA      | $436211.10    | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | Beach Acquisition Bidco LLC                                                                                       | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | DBT              | CORP              | US        |      100000 | PA      | $120349.89    | 0.01%             | 2032-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       63777 | PA      | $62115.18     | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3796135 | PA      | $3086841.50   | 0.33%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| RR Donnelley & Sons Co.                                                          | RR Donnelley & Sons Co.                                                                                           | CUSIP: 257867BK6<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99731.75     | 0.01%             | 2029-08-01      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| Washington Mutual, Inc.                                                          | Washington Mutual Escrow Bonds                                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      500000 | PA      | $0.05         | 0.00%             | 2026-07-15      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2396 | PA      | $2525.03      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      796000 | PA      | $586.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QFBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117849 | PA      | $111652.51    | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4678 | PA      | $4732.42      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1729000 | PA      | $1625431.03   | 0.17%             | 2055-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Banc of America Funding Corp.                                                    | Banc of America Funding Corp., Series 2015-R3, Class 1A2                                                          | CUSIP: 05990QAB9<br>LEI: 54930023UHZHF7UJ8596 | Long             | ABS-MBS          | CORP              | US        |       89492 | PA      | $76671.96     | 0.01%             | 2036-03-27      | Variable      | 3.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1331 | PA      | $1331.76      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bletchley Park Funding plc                                                       | Bletchley Park Funding plc, Series 2025-1, Class E                                                                | CUSIP: N/A<br>LEI: 635400OJVL3HJJTKNB05       | Long             | ABS-MBS          | CORP              | GB        |      100000 | PA      | $135579.91    | 0.01%             | 2070-01-27      | Floating      | 7.35%                 | No            | 2                  | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                   | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       67000 | PA      | $45080.99     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Romark CLO Ltd.                                                                  | Romark CLO Ltd., Series 2017-1A, Class A1R                                                                        | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       41281 | PA      | $41308.37     | 0.00%             | 2030-10-23      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2024-GPA3, Class A                                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200680 | PA      | $201181.70    | 0.02%             | 2039-12-15      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      319157 | PA      | $276038.04    | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Cardiff Auto Receivables Securitisation plc                                      | Cardiff Auto Receivables Securitisation plc, Series 2024-1, Class D                                               | CUSIP: N/A<br>LEI: 6354006GQBBANLIO8R45       | Long             | ABS-O            | CORP              | GB        |      100000 | PA      | $136307.77    | 0.01%             | 2031-08-20      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      300043 | PA      | $273204.94    | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust, Series 2021-8, Class A1                                                               | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191209 | PA      | $176976.52    | 0.02%             | 2066-11-25      | Variable      | 1.82%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1475497 | PA      | $1398363.58   | 0.15%             | 2052-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BPR Mortgage Trust                                                               | BPR Mortgage Trust, Series 2023-STON, Class A                                                                     | CUSIP: 05593GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      299000 | PA      | $311298.74    | 0.03%             | 2039-12-05      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Mariner Finance issuance Trust                                                   | Mariner Finance issuance Trust, Series 2024-BA, Class D                                                           | CUSIP: 56847GAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102713.04    | 0.01%             | 2038-11-20      | Fixed         | 6.36%                 | No            | 2                  | On Loan: No      |
| DK Trust                                                                         | DK Trust, Series 2025-LXP, Class D                                                                                | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17000 | PA      | $17021.25     | 0.00%             | 2037-08-15      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GUTY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      585615 | PA      | $601553.92    | 0.06%             | 2055-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2023-NQM6, Class B1                                                       | CUSIP: 10569DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      151000 | PA      | $152668.88    | 0.02%             | 2063-09-25      | Variable      | 7.99%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2368000 | PA      | $2214255.59   | 0.23%             | 2031-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132JNVH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4276 | PA      | $4222.82      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      907000 | PA      | $646734.11    | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138ETBX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14391 | PA      | $14093.24     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXXIII Ltd.                                                 | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR                                                       | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      248386 | PA      | $248672.73    | 0.03%             | 2032-10-15      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                                                              | BWAY Mortgage Trust, Series 2013-1515, Class C                                                                    | CUSIP: 05604FAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $96901.31     | 0.01%             | 2033-03-10      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| CHL Mortgage Pass-Through Trust                                                  | CHL Mortgage Pass-Through Trust, Series 2006-OA4, Class A1                                                        | CUSIP: 126694E95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      128397 | PA      | $34997.25     | 0.00%             | 2046-04-25      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132QTHA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15789 | PA      | $15514.67     | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QKWP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50344 | PA      | $48697.50     | 0.01%             | 2036-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Toorak Mortgage Trust                                                            | Toorak Mortgage Trust, Series 2024-2, Class A1                                                                    | CUSIP: 89055KAA0<br>LEI: 254900ZRJRVK75Z6JJ57 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100515.81    | 0.01%             | 2031-10-25      | Variable      | 6.33%                 | No            | 2                  | On Loan: No      |
| ACE Securities Corp. Home Equity Loan Trust                                      | ACE Securities Corp. Home Equity Loan Trust, Series 2003-OP1, Class A2                                            | CUSIP: 004427BK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99933 | PA      | $96516.13     | 0.01%             | 2033-12-25      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| Edgewell Personal Care Co.                                                       | Edgewell Personal Care Co.                                                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99786.07     | 0.01%             | 2028-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      174000 | PA      | $181497.79    | 0.02%             | 2035-01-23      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class C                                                   | CUSIP: 39571VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $131169.90    | 0.01%             | 2060-06-25      | Fixed         | 5.26%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      779000 | PA      | $492849.49    | 0.05%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BXP Trust                                                                        | BXP Trust, Series 2017-GM, Class D                                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $192551.38    | 0.02%             | 2039-06-13      | Variable      | 3.54%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8043.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                  | Camelot Return Merger Sub, Inc.                                                                                   | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96750.52     | 0.01%             | 2028-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140HHWN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18712 | PA      | $17908.38     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Aramark International Finance SARL                                               | Aramark International Finance SARL                                                                                | CUSIP: N/A<br>LEI: 5493006HLPNGDDC12P30       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $117555.07    | 0.01%             | 2033-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      251361 | PA      | $206194.31    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       26305 | PA      | $25065.67     | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CoreWeave, Inc.                                                                  | CoreWeave, Inc.                                                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103279.40    | 0.01%             | 2030-06-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YGYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4136 | PA      | $4012.26      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Citicorp Mortgage Securities Trust                                               | Citicorp Mortgage Securities Trust, Series 2008-2, Class 1A1                                                      | CUSIP: 17314DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42414 | PA      | $36302.48     | 0.00%             | 2038-06-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      238000 | PA      | $247064.15    | 0.03%             | 2034-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Cedacri SpA                                                                      | Cedacri SpA                                                                                                       | CUSIP: N/A<br>LEI: 815600E85FCD78B3EE61       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $118077.04    | 0.01%             | 2028-05-15      | Floating      | 6.66%                 | No            | 2                  | On Loan: No      |
| Republic of Panama                                                               | Republic of Panama                                                                                                | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      718000 | PA      | $527012.00    | 0.06%             | 2056-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEP89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      765862 | PA      | $714914.79    | 0.08%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Oakwood Mortgage Investors, Inc.                                                 | Oakwood Mortgage Investors, Inc., Series 2001-D, Class A4                                                         | CUSIP: 67087TCW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6914 | PA      | $2817.81      | 0.00%             | 2031-09-15      | Variable      | 6.93%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      242468 | PA      | $248616.44    | 0.03%             | 2055-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5121 | PA      | $4969.20      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KRJT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      181182 | PA      | $183507.35    | 0.02%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Diamond II Ltd.                                                                  | Diamond II Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900KL4GQ2XC50XL44       | Long             | DBT              | CORP              | MU        |      750000 | PA      | $755625.00    | 0.08%             | 2026-07-28      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3526500 | PA      | $3528979.55   | 0.37%             | 2030-05-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A8S40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21450 | PA      | $19387.73     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| 1011778 BC ULC                                                                   | 1011778 BC ULC                                                                                                    | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $94242.34     | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                           | J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2024-IGLG, Class D                                 | CUSIP: 46593KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100086.94    | 0.01%             | 2039-11-09      | Variable      | 6.70%                 | No            | 2                  | On Loan: No      |
| Lagarino European Loan Conduit No. DAC                                           | Lagarino European Loan Conduit No. 40 DAC, Series 40X, Class D                                                    | CUSIP: N/A<br>LEI: 984500F6BB6D4DUA7796       | Long             | ABS-MBS          | CORP              | IE        |      276939 | PA      | $325469.68    | 0.03%             | 2037-06-22      | Floating      | 5.52%                 | No            | 2                  | On Loan: No      |
| Structured Asset Mortgage Investments II Trust                                   | Structured Asset Mortgage Investments II Trust, Series 2006-AR4, Class 3A1                                        | CUSIP: 86360QAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       48032 | PA      | $42217.18     | 0.00%             | 2036-06-25      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| Northwind Midstream                                                              | Northwind Midstream, 1st Lien Term Loan                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      921000 | PA      | $935966.25    | 0.10%             | 2032-02-01      | Variable      | 10.70%                | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101275.68    | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| KeyBank NA                                                                       | KeyBank NA                                                                                                        | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |      536000 | PA      | $539453.48    | 0.06%             | 2033-01-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WVV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      137821 | PA      | $123145.02    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | OIS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    12449000 | PA      | $-17141.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Elmwood CLO 36 Ltd.                                                              | Elmwood CLO 36 Ltd., Series 2024-12RA, Class AR                                                                   | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501865.05    | 0.05%             | 2037-10-20      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Essendi SA                                                                       | Essendi SA                                                                                                        | CUSIP: N/A<br>LEI: 2221000MD2YP7WLTNC52       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $121054.70    | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417FR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       76641 | PA      | $70197.62     | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| IHO Verwaltungs GmbH                                                             | IHO Verwaltungs GmbH                                                                                              | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $127085.21    | 0.01%             | 2031-11-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| First Franklin Mortgage Loan Trust                                               | First Franklin Mortgage Loan Trust, Series 2006-FF17, Class A5                                                    | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      252788 | PA      | $219022.99    | 0.02%             | 2036-12-25      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| Itelyum Regeneration SpA                                                         | Itelyum Regeneration Spa                                                                                          | CUSIP: N/A<br>LEI: 815600051FBC23AA8A45       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $119447.07    | 0.01%             | 2030-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings SA                                                                                   | CUSIP: N/A<br>LEI: 549300O5AGIFK0PQ1516       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $120179.91    | 0.01%             | 2030-02-28      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36196FZG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10031 | PA      | $9250.13      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C26, Class XD                                     | CUSIP: 61690VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      120000 | PA      | $523.47       | 0.00%             | 2048-10-15      | Variable      | 1.29%                 | No            | 2                  | On Loan: No      |
| Antero Resources Corp.                                                           | Antero Resources Corp.                                                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2207735.39   | 0.23%             | 2030-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Bracelet Holdings, Inc.                                                          | Bracelet Holdings, Inc.                                                                                           | CUSIP: 10374QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      276000 | PA      | $265598.75    | 0.03%             | 2028-07-02      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                | Repsol E&P Capital Markets US LLC                                                                                 | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200865.75    | 0.02%             | 2028-09-16      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-VIS1, Class B2                                                            | CUSIP: 465970AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $151533.17    | 0.02%             | 2064-07-25      | Variable      | 8.07%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179DEK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       20335 | PA      | $19085.95     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Durst Commercial Mortgage Trust                                                  | Durst Commercial Mortgage Trust, Series 2025-151, Class D                                                         | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102717.73    | 0.01%             | 2042-08-10      | Variable      | 7.02%                 | No            | 2                  | On Loan: No      |
| Sonic Automotive, Inc.                                                           | Sonic Automotive, Inc.                                                                                            | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95621.18     | 0.01%             | 2031-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46376 | PA      | $44651.94     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                                                     | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A                                                            | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1050000 | PA      | $1053463.22   | 0.11%             | 2038-04-20      | Floating      | 5.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QSP47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      308026 | PA      | $313059.88    | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4417495 | PA      | $4080891.79   | 0.43%             | 2051-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2024-NQM1, Class A1A                                                   | CUSIP: 26845DAA3<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |      167450 | PA      | $168725.90    | 0.02%             | 2069-11-25      | Variable      | 5.71%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J6DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1867 | PA      | $1803.39      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                             | Cross Mortgage Trust, Series 2023-H2, Class A1A                                                                   | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       86791 | PA      | $88151.67     | 0.01%             | 2068-11-25      | Variable      | 7.13%                 | No            | 2                  | On Loan: No      |
| Warnermedia Holdings, Inc.                                                       | Warnermedia Holdings, Inc.                                                                                        | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       17000 | PA      | $12665.00     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| Irwin Home Equity Loan Trust                                                     | Irwin Home Equity Loan Trust, Series 2006-3, Class 2A3                                                            | CUSIP: 464125AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2245 | PA      | $2255.05      | 0.00%             | 2037-09-25      | Variable      | 6.53%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1306 | PA      | $1270.58      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Velocity Commercial Capital Loan Trust                                           | Velocity Commercial Capital Loan Trust, Series 2025-1, Class M1                                                   | CUSIP: 922955AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      898849 | PA      | $909407.84    | 0.10%             | 2055-02-25      | Variable      | 6.68%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2267 | PA      | $2200.79      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      142711 | PA      | $129675.51    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co.                                                             | JPMorgan Chase & Co.                                                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1703000 | PA      | $1717550.57   | 0.18%             | 2028-10-22      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Expand Energy Corp.                                                              | Expand Energy Corp.                                                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      821000 | PA      | $821253.08    | 0.09%             | 2029-02-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| University of California                                                         | University of California, Series 2012AD                                                                           | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $63990.93     | 0.01%             | 2112-05-15      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Citigroup, Inc.                                                                  | Citigroup, Inc.                                                                                                   | CUSIP: N/A<br>LEI: 6SHGI4ZSSLCXXQSBB395       | Long             | DBT              | CORP              | US        |      700000 | PA      | $847157.12    | 0.09%             | 2036-04-29      | Variable      | 4.11%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DP3F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       95127 | PA      | $97596.83     | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Creeksource Dunes Creek CLO Ltd.                                                 | Creeksource Dunes Creek CLO Ltd., Series 2024-1A, Class A1                                                        | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251085.63    | 0.03%             | 2038-01-15      | Floating      | 5.73%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       10409 | PA      | $9708.16      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust Variable Rate Notes, Series 2018-1, Class BX | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       18489 | PA      | $8404.69      | 0.00%             | 2057-05-25      | Variable      | 3.47%                 | No            | 2                  | On Loan: No      |
| Last Mile Logistics Pan Euro Finance DAC                                         | Last Mile Logistics Pan Euro Finance DAC, Series 1X, Class E                                                      | CUSIP: N/A<br>LEI: 635400NOPX1IKIAX7N90       | Long             | ABS-MBS          | CORP              | IE        |      114877 | PA      | $134871.28    | 0.01%             | 2033-08-17      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Russell 2000 E-Mini Index                                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |          -9 | NC      | $-13785.30    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9211 | PA      | $8592.24      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128791 | PA      | $114360.70    | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2004-B, Class A1                                                  | CUSIP: 073250BE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       50407 | PA      | $41582.63     | 0.00%             | 2039-05-28      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5905 | PA      | $5428.45      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                                                                 | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | NUSS              | CL        |      389000 | PA      | $420509.00    | 0.04%             | 2036-01-26      | Fixed         | 6.44%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1195000 | PA      | $1171006.65   | 0.12%             | 2027-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      720000 | PA      | $739997.55    | 0.08%             | 2030-01-16      | Variable      | 5.17%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2006-15CB, Class A1                                                                | CUSIP: 021467AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7511 | PA      | $3434.22      | 0.00%             | 2036-06-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      933000 | PA      | $964820.60    | 0.10%             | 2031-04-23      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                  | BRAVO Residential Funding Trust, Series 2024-CES2, Class A1A                                                      | CUSIP: 10570PAA1<br>LEI: 2549009UFWL9U1TS6959 | Long             | ABS-O            | CORP              | US        |      125558 | PA      | $126282.95    | 0.01%             | 2054-09-25      | Variable      | 5.55%                 | No            | 2                  | On Loan: No      |
| Mong Duong Finance Holdings BV                                                   | Mong Duong Finance Holdings BV                                                                                    | CUSIP: N/A<br>LEI: 549300995KGQFMWSV879       | Long             | DBT              | CORP              | NL        |      508200 | PA      | $502482.43    | 0.05%             | 2029-05-07      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Broadcom, Inc.                                                                   | Broadcom, Inc.                                                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      318000 | PA      | $320224.20    | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2025-NQM4, Class A1                                                   | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      185473 | PA      | $186824.54    | 0.02%             | 2065-07-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust                                    | Deutsche Alt-B Securities Mortgage Loan Trust, Series 2006-AB3, Class A8                                          | CUSIP: 25151EAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        5748 | PA      | $5006.64      | 0.00%             | 2036-07-25      | Variable      | 6.36%                 | No            | 2                  | On Loan: No      |
| OT Midco, Inc.                                                                   | OT Midco, Inc.                                                                                                    | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $135120.99    | 0.01%             | 2030-02-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Foundry JV Holdco LLC                                                            | Foundry JV Holdco LLC                                                                                             | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      272000 | PA      | $288973.52    | 0.03%             | 2036-01-25      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Northern Oil & Gas, Inc.                                                         | Northern Oil & Gas, Inc.                                                                                          | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41833.82     | 0.00%             | 2033-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| 245 Park Avenue Trust                                                            | 245 Park Avenue Trust, Series 2017-245P, Class E                                                                  | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $189905.70    | 0.02%             | 2037-06-05      | Variable      | 3.78%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      257802 | PA      | $237566.24    | 0.03%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140W1AC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148231 | PA      | $125220.07    | 0.01%             | 2053-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MidAmerican Energy Co.                                                           | MidAmerican Energy Co.                                                                                            | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      145000 | PA      | $110598.80    | 0.01%             | 2048-08-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Fertitta Entertainment LLC                                                       | Fertitta Entertainment LLC                                                                                        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $93843.28     | 0.01%             | 2030-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class A5                                                                   | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      928000 | PA      | $979019.31    | 0.10%             | 2058-07-15      | Variable      | 5.59%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QDS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53580 | PA      | $50062.50     | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Tronox, Inc.                                                                     | Tronox, Inc.                                                                                                      | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      100000 | PA      | $65224.67     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Discovery Communications LLC                                                     | Discovery Communications LLC                                                                                      | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1454612.50   | 0.15%             | 2028-03-20      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       62000 | PA      | $58330.86     | 0.01%             | 2029-01-31      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13541 | PA      | $12466.90     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      157000 | PA      | $146107.76    | 0.02%             | 2031-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Homeward Opportunities Fund Trust                                                | Homeward Opportunities Fund Trust, Series 2022-1, Class A1                                                        | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       80829 | PA      | $80699.78     | 0.01%             | 2067-07-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| Sixth Street CLO XIV Ltd.                                                        | Sixth Street CLO XIV Ltd., Series 2019-14A, Class A1R2                                                            | CUSIP: 83013NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250246.63    | 0.03%             | 2038-01-20      | Floating      | 5.48%                 | No            | 2                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-MH1, Class B1                                      | CUSIP: 1248P8AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       34756 | PA      | $34629.42     | 0.00%             | 2036-10-25      | Variable      | 6.75%                 | No            | 2                  | On Loan: No      |
| Sage AR Funding                                                                  | Sage AR Funding, Series 2025-1X, Class C                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | GB        |       97105 | PA      | $130665.74    | 0.01%             | 2037-05-17      | Floating      | 6.39%                 | No            | 2                  | On Loan: No      |
| Forvia SE                                                                        | Forvia SE                                                                                                         | CUSIP: N/A<br>LEI: 969500F0VMZLK2IULV85       | Long             | DBT              | CORP              | FR        |      100000 | PA      | $121518.53    | 0.01%             | 2030-06-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QNJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       79313 | PA      | $73474.11     | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36196FZE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       10104 | PA      | $9342.55      | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    90202780 | PA      | $90945867.80  | 9.59%             | 2055-10-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2340000 | PA      | $2222085.95   | 0.23%             | 2027-05-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Aretec Group, Inc.                                                               | Aretec Group, Inc.                                                                                                | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100479.30    | 0.01%             | 2029-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQ3U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      350351 | PA      | $361243.91    | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Ohio Power Co.                                                                   | Ohio Power Co., Series Q                                                                                          | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      190000 | PA      | $164404.19    | 0.02%             | 2031-01-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      133433 | PA      | $124361.72    | 0.01%             | 2045-06-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| 2023-MIC Trust                                                                   | MIC Trust (The), Series 2023-MIC, Class A                                                                         | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       70000 | PA      | $75815.53     | 0.01%             | 2038-12-05      | Variable      | 8.73%                 | No            | 2                  | On Loan: No      |
| Select Medical Corp.                                                             | Select Medical Corp.                                                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29012.15     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Federal Republic of Germany                                                      | Federal Republic of Germany                                                                                       | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      657000 | PA      | $714701.31    | 0.08%             | 2056-08-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      260996 | PA      | $269134.19    | 0.03%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Lehman ABS Manufactured Housing Contract Trust                                   | Lehman ABS Manufactured Housing Contract Trust, Series 2001-B, Class M1                                           | CUSIP: 52519SAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9388 | PA      | $9468.20      | 0.00%             | 2040-04-15      | Variable      | 6.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1138 | PA      | $1145.08      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Summer BC Holdco B SARL                                                          | Summer BC Holdco B SARL                                                                                           | CUSIP: N/A<br>LEI: 984500NRF59D5DB9B654       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $115294.33    | 0.01%             | 2030-02-15      | Floating      | 6.29%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      268000 | PA      | $263761.48    | 0.03%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                | Repsol E&P Capital Markets US LLC                                                                                 | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201447.76    | 0.02%             | 2030-09-16      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179S5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       42554 | PA      | $40712.65     | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      155984 | PA      | $141908.15    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USCPI                                                                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |      794500 | PA      | $6697.09      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Transocean Titan Financing Ltd.                                                  | Transocean Titan Financing Ltd.                                                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       67190 | PA      | $68843.50     | 0.01%             | 2028-02-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2025-NQM1, Class A1                                                   | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-MBS          | CORP              | US        |      229489 | PA      | $232110.08    | 0.02%             | 2065-01-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| Warwick Capital CLO 5 Ltd.                                                       | Warwick Capital CLO 5 Ltd., Series 2024-5A, Class A1                                                              | CUSIP: 93656FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      679000 | PA      | $681323.47    | 0.07%             | 2038-01-20      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      395598 | PA      | $374242.32    | 0.04%             | 2035-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31402QYX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46618 | PA      | $47679.89     | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      343045 | PA      | $348331.17    | 0.04%             | 2054-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XCV39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      139729 | PA      | $128865.48    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FTA Consumo Santander                                                            | FTA Consumo Santander, Series 7, Class B                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | ES        |       78536 | PA      | $92753.51     | 0.01%             | 2038-07-20      | Floating      | 3.32%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2730000 | PA      | $2293413.27   | 0.24%             | 2042-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 38 Ltd.                                                              | Elmwood CLO 38 Ltd., Series 2025-1A, Class A                                                                      | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250337.25    | 0.03%             | 2038-04-22      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| MASTR Specialized Loan Trust                                                     | MASTR Specialized Loan Trust, Series 2006-3, Class A                                                              | CUSIP: 57643BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5131 | PA      | $5056.22      | 0.00%             | 2046-06-25      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      384077 | PA      | $393988.88    | 0.04%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Invesco US CLO Ltd.                                                              | Invesco US CLO Ltd., Series 2023-3A, Class AR                                                                     | CUSIP: 46091RAL7<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250725.00    | 0.03%             | 2038-07-15      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14921 | PA      | $14442.34     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Arcos Dorados BV                                                                 | Arcos Dorados BV                                                                                                  | CUSIP: N/A<br>LEI: 549300T91OYP6I7P8G39       | Long             | DBT              | CORP              | NL        |      255000 | PA      | $268739.40    | 0.03%             | 2032-01-29      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Block, Inc.                                                                      | Block, Inc.                                                                                                       | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98686.25     | 0.01%             | 2026-06-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      216877 | PA      | $177726.60    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| T-Mobile USA, Inc.                                                               | T-Mobile USA, Inc.                                                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       56000 | PA      | $49264.61     | 0.01%             | 2031-11-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       32799 | PA      | $32486.92     | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      512867 | PA      | $440745.45    | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                  | Goldman Sachs Group, Inc. (The)                                                                                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1213196.05   | 0.13%             | 2032-10-21      | Variable      | 2.65%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corp.                                                           | Northrop Grumman Corp.                                                                                            | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      260000 | PA      | $250371.35    | 0.03%             | 2050-05-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8345 | PA      | $7562.37      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20673 | PA      | $19040.90     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      926000 | PA      | $935515.94    | 0.10%             | 2054-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2025-2, Class A1                                                                 | CUSIP: 03466QAA1<br>LEI: 254900DKH168ZWJSMI96 | Long             | ABS-MBS          | CORP              | US        |      301491 | PA      | $304304.35    | 0.03%             | 2070-02-25      | Variable      | 5.64%                 | No            | 2                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-NQM6, Class PT                                                                            | CUSIP: 12663YAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      288349 | PA      | $290553.12    | 0.03%             | 2067-12-25      | Variable      | 8.87%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179XQR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      350169 | PA      | $302016.31    | 0.03%             | 2053-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AT&T, Inc.                                                                       | AT&T, Inc.                                                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      674000 | PA      | $466207.80    | 0.05%             | 2053-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| State of Texas                                                                   | State of Texas, Series 2009A                                                                                      | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |      345000 | PA      | $357532.65    | 0.04%             | 2039-04-01      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1673500 | PA      | $1569886.82   | 0.17%             | 2027-09-30      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       73000 | PA      | $78060.63     | 0.01%             | 2053-04-01      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      254117 | PA      | $218564.57    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2025-BCAT, Class E                                                           | CUSIP: 12433HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95828 | PA      | $96038.10     | 0.01%             | 2042-08-15      | Floating      | 7.65%                 | No            | 2                  | On Loan: No      |
| Volcan Cia Minera SAA                                                            | Volcan Cia Minera SAA                                                                                             | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |        9000 | PA      | $9335.70      | 0.00%             | 2030-01-24      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Cameron LNG LLC                                                                  | Cameron LNG LLC                                                                                                   | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $935582.62    | 0.10%             | 2038-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8398 | PA      | $8181.90      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      372000 | PA      | $346759.22    | 0.04%             | 2040-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7458 | PA      | $7475.00      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SM Energy Co.                                                                    | SM Energy Co.                                                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100479.30    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR2, Class A1                                                    | CUSIP: 07401TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60788 | PA      | $55229.36     | 0.01%             | 2037-03-25      | Floating      | 4.61%                 | No            | 2                  | On Loan: No      |
| WOM Mobile SA                                                                    | WOM Mobile SA                                                                                                     | CUSIP: 97810LAA7<br>LEI: 549300T600VUO0QJ3063 | Long             | DBT              | CORP              | CL        |        1809 | PA      | $1735.01      | 0.00%             | 2031-04-01      | Variable      | 11.00%                | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31417GLT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47842 | PA      | $43967.32     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                 | Goodyear Tire & Rubber Co. (The)                                                                                  | CUSIP: 382550BK6<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93041.73     | 0.01%             | 2033-04-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Alternative Loan Trust                                                           | Alternative Loan Trust, Series 2005-76, Class 2A1                                                                 | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11151 | PA      | $10219.01     | 0.00%             | 2036-02-25      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| NCR Atleos Corp.                                                                 | NCR Atleos Corp.                                                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |      100000 | PA      | $108252.20    | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Paramount Global                                                                 | Paramount Global                                                                                                  | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      180000 | PA      | $177255.40    | 0.02%             | 2026-10-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1357360 | PA      | $1172275.19   | 0.12%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J8ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      117765 | PA      | $116399.72    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust, Series 2017-H1, Class XD                                                          | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      110000 | PA      | $3522.94      | 0.00%             | 2050-06-15      | Variable      | 2.29%                 | No            | 2                  | On Loan: No      |
| Viper Energy Partners LLC                                                        | Viper Energy Partners LLC                                                                                         | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      607000 | PA      | $617149.04    | 0.07%             | 2035-08-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                                | Repsol E&P Capital Markets US LLC                                                                                 | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      385000 | PA      | $392002.77    | 0.04%             | 2035-09-16      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| UPX HIL Issuer Trust                                                             | UPX HIL Issuer Trust, Series 2025-1, Class A                                                                      | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      470245 | PA      | $472248.70    | 0.05%             | 2047-01-25      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | RPI                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DO               |  | GB        |     2568043 | PA      | $2324.03      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Motorola Solutions, Inc.                                                         | Motorola Solutions, Inc.                                                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       57000 | PA      | $56899.45     | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12106 | PA      | $11523.66     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1693 | PA      | $1655.15      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5282 | PA      | $5136.03      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                      | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      896000 | PA      | $896533.19    | 0.09%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Pacific Gas & Electric Co.                                                       | Pacific Gas & Electric Co.                                                                                        | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      239000 | PA      | $180187.47    | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GSR Mortgage Loan Trust                                                          | GSR Mortgage Loan Trust, Series 2007-1F, Class 2A4                                                                | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         746 | PA      | $1583.40      | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                         | Service Properties Trust                                                                                          | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      118000 | PA      | $104020.57    | 0.01%             | 2027-09-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley ABS Capital I, Inc. Trust                                         | Morgan Stanley ABS Capital I, Inc. Trust, Series 2005-HE1, Class A2MZ                                             | CUSIP: 61744CKH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      155481 | PA      | $147945.43    | 0.02%             | 2034-12-25      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRFW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       43739 | PA      | $42617.83     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Alphabet, Inc.                                                                   | Alphabet, Inc.                                                                                                    | CUSIP: 02079KAT4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229171.89    | 0.02%             | 2054-05-06      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | USD Currency                                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | GB        |   -21127000 | PA      | $-16806.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GoodLeap Home Improvement Solutions Trust                                        | GoodLeap Home Improvement Solutions Trust, Series 2025-1A, Class B                                                | CUSIP: 38237EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99807 | PA      | $102218.18    | 0.01%             | 2049-02-20      | Fixed         | 6.27%                 | No            | 2                  | On Loan: No      |
| Port Authority of New York & New Jersey                                          | Port Authority of New York & New Jersey, Series 2010-165                                                          | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      120000 | PA      | $128624.50    | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133BUJD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      376908 | PA      | $383671.88    | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4194800 | PA      | $4087373.77   | 0.43%             | 2026-07-31      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1294000 | PA      | $1281969.84   | 0.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      719056 | PA      | $619559.82    | 0.07%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ReNew Pvt Ltd.                                                                   | ReNew Pvt Ltd.                                                                                                    | CUSIP: N/A<br>LEI: 335800BITJZHVZ1CN475       | Long             | DBT              | CORP              | IN        |      700000 | PA      | $699027.00    | 0.07%             | 2027-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QRDC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133464 | PA      | $138469.81    | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NRG Energy, Inc.                                                                 | NRG Energy, Inc.                                                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101557.10    | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan Trust                                              | New Residential Mortgage Loan Trust, Series 2019-2A, Class A1                                                     | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       24049 | PA      | $23645.00     | 0.00%             | 2057-12-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Continuum Green Energy India Pvt                                                 | Continuum Green Energy India Pvt                                                                                  | CUSIP: N/A<br>LEI: 335800ZNO2SOIWFPSQ56       | Long             | DBT              | CORP              | IN        |      675150 | PA      | $715017.61    | 0.08%             | 2033-06-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| SoftBank Group Corp.                                                             | SoftBank Group Corp.                                                                                              | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |      450000 | PA      | $466360.30    | 0.05%             | 2031-07-08      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VICI Properties LP                                                               | VICI Properties LP                                                                                                | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1479000 | PA      | $1444005.01   | 0.15%             | 2029-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp.                                                                   | AppLovin Corp.                                                                                                    | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      881000 | PA      | $892502.27    | 0.09%             | 2054-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      327212 | PA      | $281653.69    | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 10-Year Ultra Note                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -136 | NC      | $90202.53     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31329PYM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      137325 | PA      | $136418.24    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| A&D Mortgage Trust                                                               | A&D Mortgage Trust, Series 2024-NQM5, Class M1                                                                    | CUSIP: 00039KAF7<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100973.11    | 0.01%             | 2069-11-25      | Variable      | 6.52%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2006-SL1, Class A1                                                    | CUSIP: 07400WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        8135 | PA      | $8074.52      | 0.00%             | 2036-08-25      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| United Rentals North America, Inc.                                               | United Rentals North America, Inc.                                                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $94602.00     | 0.01%             | 2031-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RFMSI Trust                                                                      | RFMSI Trust, Series 2006-SA4, Class 2A1                                                                           | CUSIP: 74958CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39268 | PA      | $33102.04     | 0.00%             | 2036-11-25      | Variable      | 5.49%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10113 | PA      | $9937.84      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4161 | PA      | $4056.88      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage Trust                                               | Ellington Financial Mortgage Trust, Series 2025-INV1, Class A1                                                    | CUSIP: 26846XAA8<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |      241371 | PA      | $243095.07    | 0.03%             | 2070-03-25      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-545.71      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4576300 | PA      | $4313699.05   | 0.45%             | 2027-08-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QM5X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13828 | PA      | $12254.58     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Madison Park Funding XXX Ltd.                                                    | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                                                         | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |      260000 | PA      | $260858.00    | 0.03%             | 2037-07-16      | Floating      | 5.68%                 | No            | 2                  | On Loan: No      |
| GreenSky Home Improvement Issuer Trust                                           | GreenSky Home Improvement Issuer Trust, Series 2024-2, Class B                                                    | CUSIP: 39571XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100981.61    | 0.01%             | 2059-10-27      | Fixed         | 5.26%                 | No            | 2                  | On Loan: No      |
| Last Mile Securities PE DAC                                                      | Last Mile Securities PE DAC, Series 2021-1X, Class D                                                              | CUSIP: N/A<br>LEI: 635400UJZKP57EXKMQ33       | Long             | ABS-MBS          | CORP              | IE        |      202958 | PA      | $238421.54    | 0.03%             | 2031-08-17      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| Centene Corp.                                                                    | Centene Corp.                                                                                                     | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |        3024 | NS      | $107896.32    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| CSMC Trust                                                                       | CSMC Trust, Series 2022-NQM3, Class A1B                                                                           | CUSIP: 12661NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168000 | PA      | $165797.96    | 0.02%             | 2067-03-25      | Variable      | 4.26%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1670000 | PA      | $1053143.75   | 0.11%             | 2040-08-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 21H0226A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3666000 | PA      | $3155608.85   | 0.33%             | 2055-10-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                                                    | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      635000 | PA      | $629495.83    | 0.07%             | 2029-01-24      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| Atrium Hotel Portfolio Trust                                                     | Atrium Hotel Portfolio Trust, Series 2025-ATRM, Class G                                                           | CUSIP: 049917AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       20000 | PA      | $19968.62     | 0.00%             | 2042-08-15      | Floating      | 10.90%                | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DMUR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      475011 | PA      | $425099.63    | 0.04%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co.                                                                | Wells Fargo & Co.                                                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      445000 | PA      | $462382.01    | 0.05%             | 2034-04-24      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Wynn Macau Ltd.                                                                  | Wynn Macau Ltd.                                                                                                   | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | KY        |      400000 | PA      | $399204.00    | 0.04%             | 2028-08-26      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDS                                                                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | GB        |      849000 | PA      | $-3370.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      446322 | PA      | $361864.37    | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Genius Sports Ltd.                                                               | Genius Sports Ltd.                                                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GG        |       28152 | NS      | $348521.76    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit-Based Asset Servicing & Securitization LLC                                | Credit-Based Asset Servicing & Securitization LLC, Series 2006-CB2, Class AF4                                     | CUSIP: 12498NAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9424 | PA      | $7715.83      | 0.00%             | 2036-12-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp.                                                                | Duke Energy Corp.                                                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      207000 | PA      | $160901.46    | 0.02%             | 2047-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36196FZF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12990 | PA      | $11994.72     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Conseco Finance Corp.                                                            | Conseco Finance Corp., Series 1997-6, Class M1                                                                    | CUSIP: 393505XH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        5121 | PA      | $5209.90      | 0.00%             | 2029-01-15      | Variable      | 7.21%                 | No            | 2                  | On Loan: No      |
| HCA, Inc.                                                                        | HCA, Inc.                                                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85856.42     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| INV Mortgage Trust                                                               | INV Mortgage Trust, Series 2024-IND, Class A                                                                      | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      220000 | PA      | $218350.00    | 0.02%             | 2041-11-15      | Floating      | 5.89%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133KQGC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      197974 | PA      | $198426.94    | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower LP                                                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99135.32     | 0.01%             | 2029-10-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Equinix Europe 2 Financing Corp. LLC                                             | Equinix Europe 2 Financing Corp. LLC                                                                              | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      342000 | PA      | $355009.98    | 0.04%             | 2034-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24921 | PA      | $25910.45     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| William Carter Co. (The)                                                         | William Carter Co. (The)                                                                                          | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |       86000 | PA      | $86051.66     | 0.01%             | 2027-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      505000 | PA      | $516996.53    | 0.05%             | 2027-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      458450 | PA      | $373172.49    | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Brookfield Residential Properties, Inc.                                          | Brookfield Residential Properties, Inc.                                                                           | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      100000 | PA      | $93784.00     | 0.01%             | 2030-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Turk Telekomunikasyon A/S                                                        | Turk Telekomunikasyon A/S                                                                                         | CUSIP: N/A<br>LEI: 789000A2TXOI10JZLF90       | Long             | DBT              | CORP              | TR        |      324000 | PA      | $334568.88    | 0.04%             | 2029-05-20      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Sandstone Peak II Ltd.                                                           | Sandstone Peak II Ltd., Series 2023-1A, Class BR                                                                  | CUSIP: 80013TAQ6<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250874.95    | 0.03%             | 2038-07-20      | Floating      | 6.08%                 | No            | 2                  | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                      | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      178758 | PA      | $180045.06    | 0.02%             | 2027-10-27      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2605 | PA      | $2572.79      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 3617ALXR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11540 | PA      | $11410.47     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1871388 | PA      | $1610759.70   | 0.17%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      551379 | PA      | $474605.55    | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138YBX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8319 | PA      | $8153.29      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| American Airlines, Inc.                                                          | American Airlines, Inc.                                                                                           | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $100382.54    | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP                                                              | Hilcorp Energy I LP                                                                                               | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105027.80    | 0.01%             | 2033-11-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| American Home Mortgage Assets Trust                                              | American Home Mortgage Assets Trust, Series 2006-3, Class 2A11                                                    | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39384 | PA      | $25870.99     | 0.00%             | 2046-10-25      | Floating      | 5.09%                 | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                             | Frontier Communications Holdings LLC                                                                              | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      562000 | PA      | $560736.02    | 0.06%             | 2028-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140NBPH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40894 | PA      | $41411.47     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TCO Commercial Mortgage Trust                                                    | TCO Commercial Mortgage Trust, Series 2024-DPM, Class A                                                           | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      439000 | PA      | $439548.75    | 0.05%             | 2039-12-15      | Floating      | 5.39%                 | No            | 2                  | On Loan: No      |
| KSL Trust 2025-MAK                                                               | KSL Trust                                                                                                         | CUSIP: 50116JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126000 | PA      | $125853.83    | 0.01%             | 2030-06-15      | Floating      | 6.04%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       34485 | PA      | $32161.94     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BBCMS Mortgage Trust                                                             | BBCMS Mortgage Trust, Series 2025-C35, Class B                                                                    | CUSIP: 07337DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       76000 | PA      | $79001.98     | 0.01%             | 2058-07-15      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     2018000 | PA      | $1874972.25   | 0.20%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | CDSCMBX                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |       10000 | PA      | $-1272.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| COLT Mortgage Loan Trust                                                         | COLT Mortgage Loan Trust, Series 2025-7, Class A1                                                                 | CUSIP: 19689CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      412509 | PA      | $415897.83    | 0.04%             | 2070-06-25      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| Option One Mortgage Loan Trust                                                   | Option One Mortgage Loan Trust, Series 2007-CP1, Class 2A3                                                        | CUSIP: 68402YAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       90000 | PA      | $78934.15     | 0.01%             | 2037-03-25      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| TRI Pointe Homes, Inc.                                                           | TRI Pointe Homes, Inc.                                                                                            | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2670 | NS      | $90699.90     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SELF Commercial Mortgage Trust                                                   | SELF Commercial Mortgage Trust, Series 2024-STRG, Class A                                                         | CUSIP: 81631WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $149718.75    | 0.02%             | 2034-11-15      | Floating      | 5.69%                 | No            | 2                  | On Loan: No      |
| Targa Resources Corp.                                                            | Targa Resources Corp.                                                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      575000 | PA      | $546310.13    | 0.06%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Duke Energy Florida LLC                                                          | Duke Energy Florida LLC                                                                                           | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      111000 | PA      | $99359.48     | 0.01%             | 2030-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                           | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      162000 | PA      | $161221.10    | 0.02%             | 2026-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132J8KH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       32025 | PA      | $29490.88     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91748 | PA      | $86917.50     | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FirstEnergy Transmission LLC                                                                                      | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      750000 | PA      | $748533.68    | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3181 | PA      | $3196.99      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       91355 | PA      | $91041.17     | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Flowco Holdings, Inc.                                                            | Flowco Holdings, Inc., Class A                                                                                    | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10196 | NS      | $151410.60    | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QGJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44604 | PA      | $40133.12     | 0.00%             | 2035-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        8097 | PA      | $7887.34      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      544406 | PA      | $467847.87    | 0.05%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC                                             | Charter Communications Operating LLC                                                                              | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      224000 | PA      | $187174.07    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36189MS74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2926 | PA      | $2764.96      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Taurus UK DAC                                                                    | Taurus UK DAC, Series 2025-UK2X, Class C                                                                          | CUSIP: N/A<br>LEI: 635400ZUSGYHROR9ZX12       | Long             | ABS-MBS          | CORP              | IE        |      102890 | PA      | $138997.59    | 0.01%             | 2035-02-18      | Floating      | 6.49%                 | No            | 2                  | On Loan: No      |
| PECO Energy Co.                                                                  | PECO Energy Co.                                                                                                   | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72617.27     | 0.01%             | 2054-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                        | Nelnet Student Loan Trust, Series 2025-BA, Class D                                                                | CUSIP: 64032BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      104000 | PA      | $104727.39    | 0.01%             | 2055-05-17      | Fixed         | 6.04%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                              | Petroleos Mexicanos                                                                                               | CUSIP: N/A<br>LEI: 549300CAZKPF4HKMPX17       | Long             | DBT              | CORP              | MX        |      906000 | PA      | $900564.00    | 0.09%             | 2026-03-20      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ACRES LLC                                                                        | ACRES LLC, Series 2025-FL3, Class A                                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1036000 | PA      | $1038214.45   | 0.11%             | 2040-08-18      | Floating      | 5.75%                 | No            | 2                  | On Loan: No      |
| NRTH Commercial Mortgage Trust                                                   | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                                                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      200000 | PA      | $199500.00    | 0.02%             | 2040-10-15      | Floating      | 5.54%                 | No            | 2                  | On Loan: No      |
| DR Horton, Inc.                                                                  | DR Horton, Inc.                                                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |       69000 | PA      | $71539.09     | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Diamondback Energy, Inc.                                                         | Diamondback Energy, Inc.                                                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      168000 | PA      | $131828.96    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3792 | PA      | $3604.40      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XRM44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      245371 | PA      | $216995.08    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      119628 | PA      | $107391.18    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| American Express Co.                                                             | American Express Co.                                                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239090.97    | 0.03%             | 2033-07-20      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| BANK                                                                             | BANK, Series 2021-BN35, Class C                                                                                   | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      153000 | PA      | $129367.88    | 0.01%             | 2064-06-15      | Variable      | 2.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36179NDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24019 | PA      | $22728.47     | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | Embraer Netherlands Finance BV                                                                                    | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      378000 | PA      | $398650.14    | 0.04%             | 2035-02-11      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       16877 | PA      | $16053.50     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WKK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23688 | PA      | $22794.58     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1047 | PA      | $990.72       | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | Forward Foreign Currency Contract                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16796.28     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 31292LGY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       71814 | PA      | $68354.76     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32020 | PA      | $31141.84     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Regatta 30 Funding Ltd.                                                          | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                                                 | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $803230.64    | 0.08%             | 2038-01-25      | Floating      | 5.64%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      662900 | PA      | $644074.67    | 0.07%             | 2040-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J9Y96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30255 | PA      | $30622.88     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Bayview Financial Revolving Asset Trust                                          | Bayview Financial Revolving Asset Trust, Series 2005-A, Class A1                                                  | CUSIP: 073250BM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65589 | PA      | $59189.80     | 0.01%             | 2040-02-28      | Floating      | 5.28%                 | No            | 2                  | On Loan: No      |
| Spirit AeroSystems, Inc.                                                         | Spirit AeroSystems, Inc.                                                                                          | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99871.63     | 0.01%             | 2028-06-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| BAHA Trust                                                                       | BAHA Trust, Series 2024-MAR, Class C                                                                              | CUSIP: 05493XAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      546000 | PA      | $568444.37    | 0.06%             | 2041-12-10      | Variable      | 7.77%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      653552 | PA      | $588426.13    | 0.06%             | 2036-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1334 | PA      | $1302.82      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19904 | PA      | $18292.37     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       88117 | PA      | $90621.62     | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Duke Energy Ohio, Inc.                                                           | Duke Energy Ohio, Inc.                                                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      114000 | PA      | $113878.82    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140EXEK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       23150 | PA      | $23090.92     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       81000 | PA      | $79747.03     | 0.01%             | 2039-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp.                                                           | Tenet Healthcare Corp.                                                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99085.03     | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Extra Space Storage LP                                                           | Extra Space Storage LP                                                                                            | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143513.25    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133A04K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       65969 | PA      | $61048.82     | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9490 | PA      | $8956.89      | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132JQEV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6882 | PA      | $6841.68      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Olympic Tower Mortgage Trust                                                     | Olympic Tower Mortgage Trust, Series 2017-OT, Class E                                                             | CUSIP: 68162MAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      190000 | PA      | $159912.78    | 0.02%             | 2039-05-10      | Variable      | 4.08%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QQLA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      285930 | PA      | $278593.57    | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EQT Corp.                                                                        | EQT Corp.                                                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1292000 | PA      | $1352155.93   | 0.14%             | 2034-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Gran Tierra Energy, Inc.                                                         | Gran Tierra Energy, Inc.                                                                                          | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      231000 | PA      | $194617.50    | 0.02%             | 2029-10-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| PRKCM Trust                                                                      | PRKCM Trust, Series 2023-AFC1, Class B1                                                                           | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      498000 | PA      | $499538.17    | 0.05%             | 2058-02-25      | Variable      | 7.42%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Federal Home Loan Mortgage Corp.                                                                                  | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20806 | PA      | $19765.54     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LCM Investments Holdings II LLC                                                  | LCM Investments Holdings II LLC                                                                                   | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105760.40    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| GSMPS Mortgage Loan Trust                                                        | GSMPS Mortgage Loan Trust, Series 2006-RP1, Class 1AF1                                                            | CUSIP: 3623413C1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       23047 | PA      | $18608.01     | 0.00%             | 2036-01-25      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2614054 | PA      | $2245409.82   | 0.24%             | 2052-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      457922 | PA      | $379032.77    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Park Intermediate Holdings LLC                                                   | Park Intermediate Holdings LLC                                                                                    | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103089.40    | 0.01%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                                                       | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      444000 | PA      | $404489.29    | 0.04%             | 2032-01-31      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| American Tower Corp.                                                             | American Tower Corp.                                                                                              | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      249000 | PA      | $234692.65    | 0.02%             | 2030-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       31524 | PA      | $26698.85     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Notes                                                                                               | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1984300 | PA      | $1901362.45   | 0.20%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95087 | PA      | $77459.71     | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| TransDigm, Inc.                                                                  | TransDigm, Inc.                                                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101124.29    | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3142GRQM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       45105 | PA      | $46620.37     | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| N/A                                                                              | U.S. Treasury 30-Year Bond                                                                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         220 | NC      | $17187.50     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                                                      | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      533785 | PA      | $505761.29    | 0.05%             | 2050-06-18      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Ford Motor Credit Co. LLC                                                        | Ford Motor Credit Co. LLC                                                                                         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297546.14    | 0.03%             | 2027-01-09      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust, Series 2025-8, Class A1                                                                 | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      403315 | PA      | $406213.41    | 0.04%             | 2070-07-25      | Variable      | 5.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8082 | PA      | $7826.93      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| OCP CLO Ltd.                                                                     | OCP CLO Ltd., Series 2025-40A, Class A                                                                            | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      250000 | PA      | $250191.70    | 0.03%             | 2038-04-16      | Floating      | 5.46%                 | No            | 2                  | On Loan: No      |
| BHMS Commercial Mortgage Trust                                                   | BHMS Commercial Mortgage Trust, Series 2025-ATLS, Class A                                                         | CUSIP: 088928AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      348000 | PA      | $348980.84    | 0.04%             | 2042-08-15      | Floating      | 6.00%                 | No            | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust                                                     | BX Commercial Mortgage Trust, Series 2023-XL3, Class D                                                            | CUSIP: 12434GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123870 | PA      | $124140.49    | 0.01%             | 2040-12-09      | Floating      | 7.74%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       64668 | PA      | $60028.42     | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| J.P. Morgan Mortgage Trust                                                       | J.P. Morgan Mortgage Trust, Series 2024-VIS2, Class B1                                                            | CUSIP: 46658DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133000 | PA      | $135023.17    | 0.01%             | 2064-11-25      | Variable      | 7.71%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      131068 | PA      | $125226.18    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VEGAS                                                                            | VEGAS, Series 2024-GCS, Class C                                                                                   | CUSIP: 92254BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640000 | PA      | $644177.02    | 0.07%             | 2036-07-10      | Variable      | 6.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       29346 | PA      | $29121.98     | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure LLC                                                                                                      | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $96342.83     | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                           | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19677.63     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140J7R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       83178 | PA      | $82145.55     | 0.01%             | 2047-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                              | Bear Stearns Mortgage Funding Trust, Series 2007-AR4, Class 1A1                                                   | CUSIP: 07401YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25339 | PA      | $23976.17     | 0.00%             | 2047-09-25      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| Civitas Resources, Inc.                                                          | Civitas Resources, Inc.                                                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |       84000 | PA      | $87070.12     | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| BOCA Commercial Mortgage Trust                                                   | BOCA Commercial Mortgage Trust, Series 2024-BOCA, Class A                                                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $100437.50    | 0.01%             | 2041-08-15      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp.        | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 01F0326A7<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3200000 | PA      | $-2923267.81  | -0.31%            | 2055-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                 | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       15777 | PA      | $15842.06     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2655557 | PA      | $2181110.80   | 0.23%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Symphony CLO XXVIII Ltd.                                                         | Symphony CLO XXVIII Ltd., Series 2021-28A, Class A                                                                | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |      520000 | PA      | $520802.05    | 0.05%             | 2034-10-23      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| Dolcetto Holdco SpA                                                              | Dolcetto Holdco SpA                                                                                               | CUSIP: N/A<br>LEI: 81560029E819F2CE4A42       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $120369.31    | 0.01%             | 2032-07-14      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 31418CZ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100810 | PA      | $96457.31     | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                            | Uniform Mortgage-Backed Securities                                                                                | CUSIP: 3140QLN36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      943948 | PA      | $764136.32    | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Southern Co. (The)                                                               | Southern Co. (The)                                                                                                | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      274000 | PA      | $271189.49    | 0.03%             | 2035-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| United States of America                                                         | U.S. Treasury Bonds                                                                                               | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1249900 | PA      | $878689.46    | 0.09%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                                      | Republic of Philippines                                                                                           | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      629000 | PA      | $460428.00    | 0.05%             | 2046-07-06      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                                                          | CUSIP: 36213FZ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13609 | PA      | $12752.01     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |

### Signature

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

**Name of Applicant:** BlackRock Variable Series Funds II, Inc.

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer